+6,923.6%
MCK vs BRO
+10,830.2%
-3,906.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -7.3% | +4.4% | -0.6% |
| 30D | +0.4% | -6.9% | +7.3% | +2.5% |
| 3M | +12.1% | +10.7% | +1.4% | +8.4% |
| 6M | -5.4% | -2.7% | -2.8% | -5.1% |
| YTD | +7.8% | -16.3% | +24.1% | +12.6% |
| 1Y | +22.9% | -29.1% | +52.0% | +34.9% |
| 3Y | +110.7% | -7.8% | +118.6% | +110.5% |
| 5Y | +346.2% | +18.7% | +327.4% | +303.7% |
| 10Y | +440.1% | +291.9% | +148.3% | +244.6% |
| All | +6,923.6% | +10,830.2% | -3,906.6% | +2,708.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling