+2,113.4%
MCK vs EFV
+255.9%
+1,857.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | +0.4% | +0.6% | -0.2% | +0.1% |
| 3M | +12.1% | +7.5% | +4.6% | +7.5% |
| 6M | -5.4% | +13.0% | -18.5% | -12.2% |
| YTD | +7.8% | +18.3% | -10.5% | -2.7% |
| 1Y | +22.9% | +26.7% | -3.8% | +6.7% |
| 3Y | +110.7% | +89.6% | +21.2% | +43.1% |
| 5Y | +346.2% | +98.2% | +248.0% | +190.8% |
| 10Y | +440.1% | +167.4% | +272.8% | +195.0% |
| All | +2,113.4% | +255.9% | +1,857.4% | +843.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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