-4.9%
MCK vs EMR
+5.7%
-10.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.3% |
| 7D | -4.4% | -1.2% | -3.2% | -4.5% |
| 30D | -2.2% | -9.4% | +7.2% | -3.1% |
| 3M | +11.6% | +8.6% | +3.0% | +13.2% |
| 6M | -4.9% | +6.7% | -11.6% | -3.6% |
| All | -4.9% | +5.7% | -10.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 6mo: compounded portfolio wealth divided by compounded EMR 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…
6mo analysis · Full analysis span regression · 6 months rolling