+427.0%
MCK vs BLK
+283.5%
+143.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -2.9% | -3.3% | +0.4% | -1.9% |
| 30D | +0.4% | -6.5% | +6.9% | +2.5% |
| 3M | +12.1% | +6.7% | +5.4% | +9.3% |
| 6M | -5.4% | +14.7% | -20.2% | -10.4% |
| YTD | +7.8% | +2.5% | +5.3% | +5.6% |
| 1Y | +22.9% | -2.8% | +25.7% | +22.3% |
| 3Y | +110.7% | +65.9% | +44.9% | +66.5% |
| 5Y | +346.2% | +33.0% | +313.2% | +278.6% |
| All | +427.0% | +283.5% | +143.5% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling