+110.7%
MCK vs EOSE
+42.6%
+68.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -2.9% | +1.8% | -4.7% | -2.9% |
| 30D | +0.4% | -6.8% | +7.3% | +0.4% |
| 3M | +12.1% | -36.3% | +48.4% | +11.9% |
| 6M | -5.4% | -38.8% | +33.3% | -5.6% |
| YTD | +7.8% | -65.5% | +73.3% | +7.5% |
| 1Y | +22.9% | -45.3% | +68.2% | +22.4% |
| 3Y | +110.7% | +44.2% | +66.6% | +109.6% |
| All | +110.7% | +42.6% | +68.1% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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