+345.8%
MCK vs D
+3.9%
+341.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | -2.2% | -3.5% | +1.3% | -1.4% |
| 3M | +11.6% | -1.6% | +13.1% | +12.0% |
| 6M | -4.9% | +5.8% | -10.7% | -6.3% |
| YTD | +7.7% | +14.5% | -6.8% | +4.2% |
| 1Y | +25.2% | +14.2% | +11.1% | +21.2% |
| 3Y | +112.1% | +59.0% | +53.1% | +90.4% |
| 5Y | +345.8% | +5.4% | +340.5% | +368.1% |
| All | +345.8% | +3.9% | +341.9% | +368.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling