+427.0%
MCK vs BNY
+416.3%
+10.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +0.4% | -0.2% | +0.6% | +0.5% |
| 3M | +12.1% | +14.9% | -2.8% | +6.9% |
| 6M | -5.4% | +40.0% | -45.4% | -15.7% |
| YTD | +7.8% | +42.0% | -34.2% | -4.6% |
| 1Y | +22.9% | +56.9% | -33.9% | +5.0% |
| 3Y | +110.7% | +289.9% | -179.1% | +26.9% |
| 5Y | +346.2% | +259.2% | +87.0% | +169.4% |
| All | +427.0% | +416.3% | +10.7% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling