+1,911.0%
MCK vs LYV
+1,446.8%
+464.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | -1.9% | -1.0% | -2.6% |
| 30D | +0.4% | -8.2% | +8.6% | +1.8% |
| 3M | +12.1% | -1.3% | +13.4% | +12.2% |
| 6M | -5.4% | +2.6% | -8.0% | -6.3% |
| YTD | +7.8% | +19.4% | -11.6% | +4.0% |
| 1Y | +22.9% | -2.2% | +25.2% | +22.3% |
| 3Y | +110.7% | +106.0% | +4.7% | +82.3% |
| 5Y | +346.2% | +97.7% | +248.5% | +276.6% |
| 10Y | +440.1% | +560.5% | -120.4% | +246.4% |
| All | +1,911.0% | +1,446.8% | +464.2% | +1,037.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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