+110.7%
MCK vs ESI
+74.1%
+36.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.9% | -4.6% | +1.7% | -3.4% |
| 30D | +0.4% | -10.5% | +10.9% | -0.8% |
| 3M | +12.1% | -19.8% | +31.9% | +9.9% |
| 6M | -5.4% | +5.8% | -11.3% | -5.2% |
| YTD | +7.8% | +38.3% | -30.5% | +10.1% |
| 1Y | +22.9% | +31.5% | -8.6% | +25.2% |
| 3Y | +110.7% | +80.7% | +30.0% | +124.4% |
| All | +110.7% | +74.1% | +36.7% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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