+427.0%
MCK vs EW
+120.5%
+306.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.6% |
| 7D | -2.9% | -6.2% | +3.2% | -1.7% |
| 30D | +0.4% | -9.3% | +9.8% | +2.4% |
| 3M | +12.1% | -1.6% | +13.7% | +12.4% |
| 6M | -5.4% | -0.8% | -4.6% | -5.5% |
| YTD | +7.8% | -1.0% | +8.8% | +7.6% |
| 1Y | +22.9% | +8.2% | +14.8% | +20.5% |
| 3Y | +110.7% | +12.7% | +98.0% | +97.8% |
| 5Y | +346.2% | -30.2% | +376.4% | +364.8% |
| All | +427.0% | +120.5% | +306.6% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling