+6,918.4%
MCK vs BP
+851.7%
+6,066.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -4.4% | +5.7% | -10.1% | -5.7% |
| 30D | -2.2% | +8.1% | -10.3% | -4.2% |
| 3M | +11.6% | +8.6% | +3.0% | +8.8% |
| 6M | -4.9% | +18.1% | -23.1% | -9.6% |
| YTD | +7.7% | +37.6% | -29.9% | -1.8% |
| 1Y | +25.2% | +39.4% | -14.2% | +13.6% |
| 3Y | +112.1% | +40.1% | +72.1% | +88.3% |
| 5Y | +345.8% | +141.3% | +204.5% | +231.5% |
| 10Y | +439.7% | +136.0% | +303.8% | +283.0% |
| All | +6,918.4% | +851.7% | +6,066.7% | +3,335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling