+339.0%
MCK vs BWA
+87.2%
+251.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.9% |
| 30D | +0.4% | -2.9% | +3.4% | +0.5% |
| 3M | +12.1% | -10.7% | +22.8% | +12.4% |
| 6M | -5.4% | +26.5% | -31.9% | -6.7% |
| YTD | +7.8% | +49.1% | -41.3% | +5.2% |
| 1Y | +22.9% | +52.1% | -29.1% | +19.8% |
| 3Y | +110.7% | +72.6% | +38.2% | +103.8% |
| All | +339.0% | +87.2% | +251.8% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling