+7,004.6%
MCK vs EXC
+1,588.7%
+5,416.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +1.4% | -0.9% | +2.3% | +1.7% |
| 3M | +13.8% | -2.7% | +16.5% | +14.7% |
| 6M | -5.2% | -9.4% | +4.2% | -2.4% |
| YTD | +9.0% | +3.0% | +6.0% | +7.7% |
| 1Y | +26.9% | +5.1% | +21.7% | +24.6% |
| 3Y | +114.7% | +20.6% | +94.1% | +100.5% |
| 5Y | +347.1% | +45.7% | +301.4% | +291.1% |
| 10Y | +446.4% | +160.8% | +285.6% | +298.2% |
| All | +7,004.6% | +1,588.7% | +5,416.0% | +3,732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling