+635.2%
MCK vs HWM
+1,301.3%
-666.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | -4.4% | -12.5% | +8.1% | -1.9% |
| 30D | -2.2% | -19.0% | +16.8% | +1.8% |
| 3M | +11.6% | -8.6% | +20.2% | +13.0% |
| 6M | -4.9% | -10.2% | +5.2% | -3.8% |
| YTD | +7.7% | +11.3% | -3.6% | +4.0% |
| 1Y | +25.2% | +24.3% | +1.0% | +17.9% |
| 3Y | +112.1% | +382.3% | -270.1% | +43.4% |
| 5Y | +345.8% | +640.6% | -294.8% | +167.3% |
| All | +635.2% | +1,301.3% | -666.0% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling