+339.0%
MCK vs EW
-30.6%
+369.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.3% |
| 7D | -2.9% | -6.2% | +3.2% | -2.4% |
| 30D | +0.4% | -9.3% | +9.8% | +1.3% |
| 3M | +12.1% | -1.6% | +13.7% | +12.3% |
| 6M | -5.4% | -0.8% | -4.6% | -5.4% |
| YTD | +7.8% | -1.0% | +8.8% | +7.8% |
| 1Y | +22.9% | +8.2% | +14.8% | +22.1% |
| 3Y | +110.7% | +12.7% | +98.0% | +106.0% |
| All | +339.0% | -30.6% | +369.6% | +356.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling