+635.8%
MCK vs HWM
+1,311.7%
-675.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -2.9% | -11.4% | +8.5% | -0.6% |
| 30D | +0.4% | -18.5% | +18.9% | +4.4% |
| 3M | +12.1% | -13.2% | +25.3% | +14.9% |
| 6M | -5.4% | -8.7% | +3.2% | -4.6% |
| YTD | +7.8% | +12.2% | -4.4% | +3.9% |
| 1Y | +22.9% | +24.9% | -2.0% | +15.7% |
| 3Y | +110.7% | +383.9% | -273.2% | +42.4% |
| 5Y | +346.2% | +646.1% | -300.0% | +167.0% |
| All | +635.8% | +1,311.7% | -675.9% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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