+110.7%
MCK vs EFX
-12.2%
+122.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.9% | -4.5% | +1.6% | -2.5% |
| 30D | +0.4% | -6.1% | +6.5% | +0.9% |
| 3M | +12.1% | +6.2% | +5.9% | +11.5% |
| 6M | -5.4% | -11.2% | +5.8% | -4.8% |
| YTD | +7.8% | -21.4% | +29.2% | +8.8% |
| 1Y | +22.9% | -34.3% | +57.3% | +24.9% |
| 3Y | +110.7% | -12.5% | +123.2% | +131.2% |
| All | +110.7% | -12.2% | +122.9% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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