+5,608.6%
MCK vs EXEL
+263.2%
+5,345.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -2.2% | +11.9% | -14.1% | -3.4% |
| 3M | +11.6% | +9.2% | +2.3% | +10.4% |
| 6M | -4.9% | +39.1% | -44.0% | -8.7% |
| YTD | +7.7% | +31.0% | -23.3% | +4.0% |
| 1Y | +25.2% | +52.3% | -27.1% | +18.7% |
| 3Y | +112.1% | +159.7% | -47.6% | +86.6% |
| 5Y | +345.8% | +187.7% | +158.1% | +283.6% |
| 10Y | +439.7% | +379.4% | +60.4% | +316.1% |
| All | +5,608.6% | +263.2% | +5,345.4% | +2,737.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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