+358.2%
MCK vs EQT
+183.0%
+175.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.4% |
| 7D | +0.3% | -3.6% | +3.9% | +0.6% |
| 30D | +4.9% | -2.2% | +7.2% | +5.1% |
| 3M | +16.3% | +2.8% | +13.5% | +16.0% |
| 6M | -3.0% | -16.8% | +13.9% | -1.9% |
| YTD | +11.4% | +0.1% | +11.2% | +11.1% |
| 1Y | +28.6% | +5.7% | +22.9% | +27.6% |
| 3Y | +120.0% | +30.3% | +89.7% | +114.3% |
| 5Y | +358.2% | +192.6% | +165.6% | +311.0% |
| All | +358.2% | +183.0% | +175.2% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling