+2,187.8%
MCK vs EXPE
+783.9%
+1,403.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -4.4% | -8.7% | +4.3% | -3.3% |
| 30D | -2.2% | -13.6% | +11.4% | -0.5% |
| 3M | +11.6% | +26.6% | -15.1% | +7.9% |
| 6M | -4.9% | +19.9% | -24.9% | -7.6% |
| YTD | +7.7% | -1.7% | +9.4% | +6.6% |
| 1Y | +25.2% | +29.4% | -4.2% | +18.9% |
| 3Y | +112.1% | +155.7% | -43.5% | +77.3% |
| 5Y | +345.8% | +93.1% | +252.8% | +274.0% |
| 10Y | +439.7% | +162.1% | +277.7% | +303.1% |
| All | +2,187.8% | +783.9% | +1,403.9% | +1,019.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling