+427.0%
MCK vs BG
+166.7%
+260.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -2.9% | +3.1% | -6.0% | -3.6% |
| 30D | +0.4% | +10.2% | -9.8% | -1.9% |
| 3M | +12.1% | -1.7% | +13.8% | +12.1% |
| 6M | -5.4% | +1.0% | -6.4% | -6.2% |
| YTD | +7.8% | +39.9% | -32.1% | -1.2% |
| 1Y | +22.9% | +53.2% | -30.3% | +9.9% |
| 3Y | +110.7% | +16.3% | +94.5% | +98.3% |
| 5Y | +346.2% | +83.9% | +262.3% | +255.2% |
| All | +427.0% | +166.7% | +260.4% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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