+27.6%
MCK vs HBM
+47.3%
-19.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.3% | +7.3% |
| 7D | +11.3% | -5.8% | +17.2% | +10.7% |
| 30D | +16.8% | -18.5% | +35.3% | +14.9% |
| 3M | +28.9% | -10.3% | +39.2% | +28.2% |
| 6M | +32.7% | +2.1% | +30.5% | +33.3% |
| YTD | +30.8% | +12.0% | +18.7% | +30.2% |
| 1Y | +27.6% | +49.8% | -22.2% | +27.9% |
| All | +27.6% | +47.3% | -19.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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