+427.0%
MCK vs IDXX
+360.5%
+66.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.9% | -5.7% | +2.8% | -2.0% |
| 30D | +0.4% | -11.5% | +12.0% | +2.3% |
| 3M | +12.1% | -9.5% | +21.6% | +13.7% |
| 6M | -5.4% | -16.0% | +10.5% | -3.2% |
| YTD | +7.8% | -25.4% | +33.2% | +12.4% |
| 1Y | +22.9% | -21.8% | +44.7% | +26.9% |
| 3Y | +110.7% | +7.0% | +103.7% | +102.1% |
| 5Y | +346.2% | -26.0% | +372.1% | +357.4% |
| All | +427.0% | +360.5% | +66.5% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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