+427.0%
MCK vs BR
+189.7%
+237.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.9% | -3.0% | +0.1% | -1.9% |
| 30D | +0.4% | -0.3% | +0.7% | +0.4% |
| 3M | +12.1% | +17.3% | -5.2% | +5.5% |
| 6M | -5.4% | -6.7% | +1.3% | -3.9% |
| YTD | +7.8% | -23.4% | +31.2% | +17.2% |
| 1Y | +22.9% | -32.7% | +55.6% | +40.1% |
| 3Y | +110.7% | -5.9% | +116.6% | +107.4% |
| 5Y | +346.2% | +8.4% | +337.7% | +304.1% |
| All | +427.0% | +189.7% | +237.4% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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