+427.0%
MCK vs LVS
0.0%
+427.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | +0.4% | -6.2% | +6.7% | +1.3% |
| 3M | +12.1% | -14.8% | +26.9% | +14.4% |
| 6M | -5.4% | -20.9% | +15.4% | -2.8% |
| YTD | +7.8% | -33.0% | +40.8% | +13.1% |
| 1Y | +22.9% | -20.0% | +43.0% | +25.6% |
| 3Y | +110.7% | -6.9% | +117.7% | +107.4% |
| 5Y | +346.2% | +9.1% | +337.1% | +308.0% |
| All | +427.0% | 0.0% | +427.0% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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