+427.0%
MCK vs ES
+82.1%
+345.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.9% | -3.6% | +0.6% | -1.8% |
| 30D | +0.4% | -4.2% | +4.7% | +1.8% |
| 3M | +12.1% | +0.1% | +12.0% | +11.9% |
| 6M | -5.4% | -6.2% | +0.8% | -3.7% |
| YTD | +7.8% | +4.1% | +3.7% | +5.9% |
| 1Y | +22.9% | +10.2% | +12.8% | +17.9% |
| 3Y | +110.7% | +26.1% | +84.6% | +88.8% |
| 5Y | +346.2% | -5.3% | +351.5% | +342.6% |
| All | +427.0% | +82.1% | +345.0% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling