+27.6%
MCK vs BLK
+17.9%
+9.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.4% | +1.6% | +6.7% |
| 7D | +11.3% | +5.7% | +5.6% | +11.0% |
| 30D | +16.8% | +14.8% | +2.0% | +16.4% |
| 3M | +28.9% | +8.8% | +20.1% | +28.4% |
| 6M | +32.7% | +17.6% | +15.1% | +32.1% |
| YTD | +30.8% | +16.3% | +14.5% | +30.3% |
| 1Y | +27.6% | +18.0% | +9.6% | +27.7% |
| All | +27.6% | +17.9% | +9.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling