+22.9%
MCK vs COMP
+13.6%
+9.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.2% |
| 7D | -2.9% | -5.5% | +2.6% | -3.1% |
| 30D | +0.4% | -17.4% | +17.9% | -0.3% |
| 3M | +12.1% | +24.4% | -12.3% | +13.0% |
| 6M | -5.4% | +21.8% | -27.2% | -3.7% |
| YTD | +7.8% | -0.6% | +8.4% | +10.0% |
| 1Y | +22.9% | +11.5% | +11.5% | +24.3% |
| All | +22.9% | +13.6% | +9.3% | +24.3% |
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