+427.0%
MCK vs HUBS
+323.9%
+103.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -9.0% | +6.1% | -2.4% |
| 30D | +0.4% | +7.2% | -6.8% | -0.2% |
| 3M | +12.1% | +20.9% | -8.8% | +10.3% |
| 6M | -5.4% | -13.0% | +7.6% | -5.6% |
| YTD | +7.8% | -43.8% | +51.6% | +10.6% |
| 1Y | +22.9% | -54.6% | +77.6% | +27.8% |
| 3Y | +110.7% | -58.5% | +169.2% | +117.4% |
| 5Y | +346.2% | -66.4% | +412.6% | +357.4% |
| All | +427.0% | +323.9% | +103.2% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling