+6,918.4%
MCK vs BWA
+3,495.6%
+3,422.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -2.2% | -5.5% | +3.3% | -1.1% |
| 3M | +11.6% | -7.6% | +19.2% | +13.0% |
| 6M | -4.9% | +25.0% | -29.9% | -10.4% |
| YTD | +7.7% | +47.0% | -39.2% | -2.8% |
| 1Y | +25.2% | +54.0% | -28.8% | +11.6% |
| 3Y | +112.1% | +70.7% | +41.5% | +80.2% |
| 5Y | +345.8% | +86.7% | +259.2% | +260.5% |
| 10Y | +439.7% | +154.0% | +285.8% | +286.2% |
| All | +6,918.4% | +3,495.6% | +3,422.9% | +2,749.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling