+427.0%
MCK vs M
-3.0%
+430.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -0.6% |
| 7D | -2.9% | -4.2% | +1.3% | -2.6% |
| 30D | +0.4% | -7.2% | +7.6% | +1.0% |
| 3M | +12.1% | -11.1% | +23.2% | +13.0% |
| 6M | -5.4% | +28.8% | -34.2% | -7.9% |
| YTD | +7.8% | +2.0% | +5.7% | +6.9% |
| 1Y | +22.9% | +31.3% | -8.3% | +19.0% |
| 3Y | +110.7% | +119.1% | -8.4% | +87.7% |
| 5Y | +346.2% | +29.7% | +316.5% | +303.1% |
| All | +427.0% | -3.0% | +430.1% | +303.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling