+427.0%
MCK vs BBY
+252.7%
+174.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +0.4% | +9.4% | -9.0% | -1.0% |
| 3M | +12.1% | +19.3% | -7.2% | +9.0% |
| 6M | -5.4% | +47.9% | -53.4% | -11.3% |
| YTD | +7.8% | +39.6% | -31.8% | +1.7% |
| 1Y | +22.9% | +22.2% | +0.8% | +18.2% |
| 3Y | +110.7% | +45.0% | +65.8% | +90.1% |
| 5Y | +346.2% | +2.6% | +343.6% | +321.7% |
| All | +427.0% | +252.7% | +174.3% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling