+22.9%
MCK vs M
+34.0%
-11.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | +0.2% |
| 7D | -2.9% | -4.2% | +1.3% | -3.0% |
| 30D | +0.4% | -7.2% | +7.6% | +0.2% |
| 3M | +12.1% | -11.1% | +23.2% | +11.8% |
| 6M | -5.4% | +28.8% | -34.2% | -5.7% |
| YTD | +7.8% | +2.0% | +5.7% | +8.5% |
| 1Y | +22.9% | +31.3% | -8.3% | +18.7% |
| All | +22.9% | +34.0% | -11.1% | +18.7% |
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