+339.0%
MCK vs ES
-6.1%
+345.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.9% | -3.6% | +0.6% | -2.3% |
| 30D | +0.4% | -4.2% | +4.7% | +1.2% |
| 3M | +12.1% | +0.1% | +12.0% | +12.0% |
| 6M | -5.4% | -6.2% | +0.8% | -4.4% |
| YTD | +7.8% | +4.1% | +3.7% | +6.8% |
| 1Y | +22.9% | +10.2% | +12.8% | +20.2% |
| 3Y | +110.7% | +26.1% | +84.6% | +100.9% |
| All | +339.0% | -6.1% | +345.1% | +354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling