+110.7%
MCK vs LEN
-27.3%
+138.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | -2.9% | -4.8% | +1.8% | -2.9% |
| 30D | +0.4% | -6.6% | +7.0% | +0.4% |
| 3M | +12.1% | -15.7% | +27.8% | +11.9% |
| 6M | -5.4% | -16.6% | +11.2% | -5.5% |
| YTD | +7.8% | -21.3% | +29.1% | +7.8% |
| 1Y | +22.9% | -42.0% | +65.0% | +22.3% |
| 3Y | +110.7% | -27.9% | +138.6% | +116.7% |
| All | +110.7% | -27.3% | +138.0% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling