+110.7%
MCK vs EL
-34.0%
+144.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.9% | -6.5% | +3.6% | -3.4% |
| 30D | +0.4% | +11.1% | -10.7% | +1.4% |
| 3M | +12.1% | +10.7% | +1.4% | +13.2% |
| 6M | -5.4% | +6.9% | -12.3% | -4.6% |
| YTD | +7.8% | -6.3% | +14.1% | +7.3% |
| 1Y | +22.9% | +13.5% | +9.5% | +23.2% |
| 3Y | +110.7% | -33.1% | +143.8% | +104.9% |
| All | +110.7% | -34.0% | +144.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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