+27.6%
MCK vs EXE
-18.4%
+46.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.9% | +9.9% | +7.0% |
| 7D | +11.3% | -4.7% | +16.0% | +11.3% |
| 30D | +16.8% | +1.0% | +15.8% | +16.7% |
| 3M | +28.9% | -5.6% | +34.5% | +28.8% |
| 6M | +32.7% | -12.3% | +45.0% | +32.4% |
| YTD | +30.8% | -19.5% | +50.3% | +30.9% |
| 1Y | +27.6% | -18.9% | +46.4% | +27.9% |
| All | +27.6% | -18.4% | +46.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling