+383.5%
MCK vs COMP
-47.7%
+431.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.4% |
| 7D | +1.7% | +1.4% | +0.4% | +1.8% |
| 30D | +3.6% | -13.3% | +16.9% | +3.4% |
| 3M | +20.1% | +41.1% | -21.0% | +20.8% |
| 6M | -7.0% | +17.2% | -24.2% | -6.5% |
| YTD | +11.0% | +5.2% | +5.8% | +11.5% |
| 1Y | +31.8% | +18.9% | +12.9% | +32.7% |
| 3Y | +123.1% | +215.9% | -92.8% | +128.6% |
| 5Y | +351.7% | -31.2% | +382.9% | +367.6% |
| All | +383.5% | -47.7% | +431.2% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling