+110.7%
MCK vs ED
+33.0%
+77.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | +12.1% | +0.5% | +11.6% | +12.0% |
| 6M | -5.4% | -3.1% | -2.3% | -4.5% |
| YTD | +7.8% | +9.8% | -2.0% | +4.9% |
| 1Y | +22.9% | +12.6% | +10.4% | +18.7% |
| 3Y | +110.7% | +31.4% | +79.3% | +107.4% |
| All | +110.7% | +33.0% | +77.7% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling