+339.0%
MCK vs DOW
-37.7%
+376.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +0.4% | -3.9% | +4.4% | +0.5% |
| 3M | +12.1% | -12.7% | +24.8% | +12.6% |
| 6M | -5.4% | -13.7% | +8.2% | -5.0% |
| YTD | +7.8% | +28.4% | -20.6% | +5.1% |
| 1Y | +22.9% | +21.8% | +1.2% | +20.2% |
| 3Y | +110.7% | -35.7% | +146.4% | +118.8% |
| All | +339.0% | -37.7% | +376.7% | +351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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