+110.7%
MCK vs EXPE
+157.0%
-46.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | +0.1% |
| 7D | -2.9% | -5.8% | +2.9% | -3.0% |
| 30D | +0.4% | -13.6% | +14.0% | +0.3% |
| 3M | +12.1% | +25.2% | -13.1% | +12.9% |
| 6M | -5.4% | +22.3% | -27.8% | -4.7% |
| YTD | +7.8% | -0.3% | +8.1% | +8.4% |
| 1Y | +22.9% | +27.8% | -4.9% | +24.3% |
| 3Y | +110.7% | +162.4% | -51.7% | +114.5% |
| All | +110.7% | +157.0% | -46.3% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling