+110.7%
MCK vs BNS
+130.5%
-19.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +0.4% | +3.5% | -3.0% | +0.2% |
| 3M | +12.1% | +14.1% | -2.0% | +11.7% |
| 6M | -5.4% | +33.8% | -39.2% | -6.2% |
| YTD | +7.8% | +29.5% | -21.7% | +7.1% |
| 1Y | +22.9% | +48.4% | -25.5% | +22.4% |
| 3Y | +110.7% | +129.6% | -18.9% | +120.7% |
| All | +110.7% | +130.5% | -19.8% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling