+6,984.2%
MCK vs ES
+844.9%
+6,139.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -1.9% | +1.4% | -3.4% | -2.3% |
| 30D | +2.4% | -1.2% | +3.5% | +2.6% |
| 3M | +16.1% | +5.0% | +11.1% | +14.5% |
| 6M | -3.1% | -2.8% | -0.2% | -2.5% |
| YTD | +8.7% | +8.6% | +0.1% | +5.9% |
| 1Y | +28.1% | +18.9% | +9.1% | +21.3% |
| 3Y | +114.1% | +32.1% | +82.0% | +93.5% |
| 5Y | +342.5% | -5.1% | +347.6% | +335.3% |
| 10Y | +424.1% | +84.2% | +339.9% | +330.0% |
| All | +6,984.2% | +844.9% | +6,139.3% | +4,209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling