+31.8%
MCK vs COO
+4.1%
+27.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +1.7% | -2.2% | +4.0% | +2.1% |
| 30D | +3.6% | -7.0% | +10.6% | +4.8% |
| 3M | +20.1% | +12.2% | +7.9% | +17.4% |
| 6M | -7.0% | -15.1% | +8.1% | -6.4% |
| YTD | +11.0% | -15.1% | +26.1% | +12.0% |
| 1Y | +31.8% | +2.3% | +29.5% | +30.8% |
| All | +31.8% | +4.1% | +27.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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