+27.6%
MCK vs M
+36.6%
-9.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.6% | -0.6% | +6.9% |
| 7D | +11.3% | +8.3% | +3.1% | +11.3% |
| 30D | +16.8% | +14.2% | +2.6% | +16.9% |
| 3M | +28.9% | -1.1% | +30.0% | +28.0% |
| 6M | +32.7% | +36.6% | -3.9% | +33.7% |
| YTD | +30.8% | +19.8% | +11.0% | +32.2% |
| 1Y | +27.6% | +37.2% | -9.6% | +26.7% |
| All | +27.6% | +36.6% | -9.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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