+1,408.3%
MCK vs LYB
+624.6%
+783.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +0.4% | +2.5% | -2.0% | -0.2% |
| 3M | +12.1% | +1.4% | +10.7% | +11.4% |
| 6M | -5.4% | -3.5% | -2.0% | -5.9% |
| YTD | +7.8% | +52.0% | -44.2% | -4.2% |
| 1Y | +22.9% | +22.1% | +0.9% | +14.5% |
| 3Y | +110.7% | -22.8% | +133.5% | +114.0% |
| 5Y | +346.2% | -3.4% | +349.5% | +318.5% |
| 10Y | +440.1% | +47.4% | +392.8% | +316.9% |
| All | +1,408.3% | +624.6% | +783.7% | +643.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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