+6,923.6%
MCK vs IT
+2,125.6%
+4,798.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | -0.8% |
| 7D | -2.9% | -3.7% | +0.7% | -2.4% |
| 30D | +0.4% | +0.1% | +0.4% | +0.2% |
| 3M | +12.1% | +20.7% | -8.6% | +7.5% |
| 6M | -5.4% | +12.0% | -17.4% | -8.7% |
| YTD | +7.8% | -28.8% | +36.6% | +11.6% |
| 1Y | +22.9% | -25.5% | +48.5% | +25.8% |
| 3Y | +110.7% | -48.8% | +159.5% | +125.5% |
| 5Y | +346.2% | -42.7% | +388.9% | +361.0% |
| 10Y | +440.1% | +102.5% | +337.6% | +335.9% |
| All | +6,923.6% | +2,125.6% | +4,798.0% | +3,624.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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