+7,004.6%
MCK vs COO
+6,842.6%
+162.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +1.3% |
| 7D | -3.6% | -9.0% | +5.4% | -2.1% |
| 30D | +1.4% | -16.8% | +18.3% | +4.5% |
| 3M | +13.8% | -7.5% | +21.3% | +15.1% |
| 6M | -5.2% | -16.3% | +11.1% | -2.7% |
| YTD | +9.0% | -22.5% | +31.6% | +13.2% |
| 1Y | +26.9% | -7.0% | +33.9% | +27.7% |
| 3Y | +114.7% | -27.5% | +142.2% | +121.1% |
| 5Y | +347.1% | -43.3% | +390.4% | +374.3% |
| 10Y | +446.4% | +37.6% | +408.8% | +400.0% |
| All | +7,004.6% | +6,842.6% | +162.0% | +4,117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling