+22.9%
MCK vs EXPE
+30.8%
-7.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | +0.1% |
| 7D | -2.9% | -5.8% | +2.9% | -2.9% |
| 30D | +0.4% | -13.6% | +14.0% | +0.4% |
| 3M | +12.1% | +25.2% | -13.1% | +13.4% |
| 6M | -5.4% | +22.3% | -27.8% | -4.1% |
| YTD | +7.8% | -0.3% | +8.1% | +9.3% |
| 1Y | +22.9% | +27.8% | -4.9% | +25.2% |
| All | +22.9% | +30.8% | -7.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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