+427.0%
MCK vs EXC
+158.0%
+269.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | +0.4% | -3.6% | +4.1% | +1.9% |
| 3M | +12.1% | -4.3% | +16.4% | +14.0% |
| 6M | -5.4% | -9.9% | +4.5% | -1.5% |
| YTD | +7.8% | +1.8% | +6.0% | +6.5% |
| 1Y | +22.9% | +2.9% | +20.1% | +20.9% |
| 3Y | +110.7% | +19.1% | +91.6% | +92.6% |
| 5Y | +346.2% | +44.8% | +301.3% | +266.5% |
| All | +427.0% | +158.0% | +269.0% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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