+5,337.6%
MCK vs EW
+6,727.8%
-1,390.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -4.4% | -3.4% | -1.0% | -3.8% |
| 30D | -2.2% | -7.4% | +5.1% | -0.7% |
| 3M | +11.6% | +0.9% | +10.6% | +11.3% |
| 6M | -4.9% | +1.2% | -6.1% | -5.4% |
| YTD | +7.7% | +1.8% | +5.9% | +6.9% |
| 1Y | +25.2% | +10.8% | +14.4% | +22.1% |
| 3Y | +112.1% | +17.1% | +95.0% | +98.4% |
| 5Y | +345.8% | -28.2% | +374.1% | +352.7% |
| 10Y | +439.7% | +127.1% | +312.6% | +320.7% |
| All | +5,337.6% | +6,727.8% | -1,390.2% | +2,355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling