+110.7%
MCK vs BP
+38.9%
+71.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | +5.2% | -8.1% | -2.9% |
| 30D | +0.4% | +8.7% | -8.3% | +0.4% |
| 3M | +12.1% | +9.3% | +2.8% | +11.9% |
| 6M | -5.4% | +13.6% | -19.0% | -5.5% |
| YTD | +7.8% | +37.7% | -29.9% | +7.5% |
| 1Y | +22.9% | +40.6% | -17.7% | +22.6% |
| 3Y | +110.7% | +40.3% | +70.4% | +108.3% |
| All | +110.7% | +38.9% | +71.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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