+4,288.6%
MCK vs HIG
+986.1%
+3,302.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -1.5% | -1.5% | -2.7% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | +12.1% | +6.7% | +5.4% | +11.0% |
| 6M | -5.4% | +2.0% | -7.4% | -5.7% |
| YTD | +7.8% | +0.3% | +7.5% | +7.7% |
| 1Y | +22.9% | +4.2% | +18.8% | +22.1% |
| 3Y | +110.7% | +102.2% | +8.5% | +89.0% |
| 5Y | +346.2% | +118.5% | +227.7% | +294.3% |
| 10Y | +440.1% | +311.1% | +129.0% | +326.4% |
| All | +4,288.6% | +986.1% | +3,302.6% | +2,018.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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