+30.8%
MCK vs COMP
+7.7%
+23.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.4% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | +12.9% | +16.6% | -3.6% | +13.2% |
| 3M | +28.9% | -23.5% | +52.4% | +27.1% |
| 6M | +49.9% | +25.7% | +24.2% | +51.1% |
| YTD | +34.8% | -3.4% | +38.3% | +37.8% |
| 1Y | +30.8% | +7.6% | +23.2% | +32.6% |
| All | +30.8% | +7.7% | +23.1% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling