+4,038.1%
MCK vs DGX
+8,778.1%
-4,740.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | +0.4% | -1.2% | +1.6% | +0.7% |
| 3M | +12.1% | +15.8% | -3.7% | +7.7% |
| 6M | -5.4% | +18.2% | -23.6% | -9.7% |
| YTD | +7.8% | +37.2% | -29.4% | -1.2% |
| 1Y | +22.9% | +30.4% | -7.4% | +14.1% |
| 3Y | +110.7% | +96.7% | +14.0% | +73.9% |
| 5Y | +346.2% | +67.2% | +279.0% | +280.7% |
| 10Y | +440.1% | +253.9% | +186.2% | +272.4% |
| All | +4,038.1% | +8,778.1% | -4,740.0% | +1,848.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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