-5.4%
MCK vs ESI
+7.0%
-12.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | -2.9% | -4.6% | +1.7% | -3.8% |
| 30D | +0.4% | -10.5% | +10.9% | -1.7% |
| 3M | +12.1% | -19.8% | +31.9% | +8.2% |
| 6M | -5.4% | +5.8% | -11.3% | -10.0% |
| All | -5.4% | +7.0% | -12.4% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling