+27.6%
MCK vs LEN
-21.9%
+49.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.1% | +6.5% |
| 7D | +11.3% | +10.5% | +0.9% | +10.7% |
| 30D | +16.8% | +24.6% | -7.8% | +15.6% |
| 3M | +28.9% | +6.6% | +22.3% | +28.0% |
| 6M | +32.7% | +10.6% | +22.0% | +31.7% |
| YTD | +30.8% | -8.3% | +39.1% | +31.0% |
| 1Y | +27.6% | -22.5% | +50.1% | +29.1% |
| All | +27.6% | -21.9% | +49.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling