+579.7%
MCK vs ESI
+208.0%
+371.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.6% |
| 7D | -4.4% | -2.3% | -2.1% | -4.1% |
| 30D | -2.2% | -9.0% | +6.8% | -1.0% |
| 3M | +11.6% | -13.3% | +24.8% | +12.9% |
| 6M | -4.9% | +5.3% | -10.2% | -7.6% |
| YTD | +7.7% | +37.6% | -29.9% | -0.5% |
| 1Y | +25.2% | +33.6% | -8.4% | +15.8% |
| 3Y | +112.1% | +75.8% | +36.4% | +81.2% |
| 5Y | +345.8% | +68.6% | +277.3% | +276.4% |
| 10Y | +439.7% | +301.8% | +138.0% | +265.2% |
| All | +579.7% | +208.0% | +371.7% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling