+369.1%
MCK vs COMP
-52.3%
+421.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -1.3% |
| 7D | -4.4% | -8.4% | +4.0% | -4.5% |
| 30D | -2.2% | -20.2% | +18.0% | -2.5% |
| 3M | +11.6% | +28.1% | -16.5% | +12.0% |
| 6M | -4.9% | +14.9% | -19.8% | -4.5% |
| YTD | +7.7% | -4.2% | +11.9% | +8.0% |
| 1Y | +25.2% | +10.2% | +15.0% | +25.9% |
| 3Y | +112.1% | +203.3% | -91.2% | +117.1% |
| 5Y | +345.8% | -29.2% | +375.1% | +362.1% |
| All | +369.1% | -52.3% | +421.4% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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