+27.5%
MCK vs BNY
+38.8%
-11.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.5% |
| 7D | +9.3% | -1.3% | +10.5% | +9.4% |
| 30D | +16.3% | +3.1% | +13.2% | +16.1% |
| 3M | +22.3% | -6.7% | +29.0% | +22.8% |
| 6M | +34.1% | +12.4% | +21.8% | +32.0% |
| YTD | +31.1% | +29.3% | +1.8% | +26.8% |
| 1Y | +27.5% | +38.1% | -10.6% | +25.6% |
| All | +27.5% | +38.8% | -11.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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