+427.0%
MCK vs BRO
+294.2%
+132.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.9% | -7.3% | +4.4% | +0.1% |
| 30D | +0.4% | -6.9% | +7.3% | +3.2% |
| 3M | +12.1% | +10.7% | +1.4% | +7.1% |
| 6M | -5.4% | -2.7% | -2.8% | -5.2% |
| YTD | +7.8% | -16.3% | +24.1% | +14.2% |
| 1Y | +22.9% | -29.1% | +52.0% | +39.6% |
| 3Y | +110.7% | -7.8% | +118.6% | +106.6% |
| 5Y | +346.2% | +18.7% | +327.4% | +266.2% |
| All | +427.0% | +294.2% | +132.8% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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