+7,004.6%
MCK vs M
+305.1%
+6,699.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | -3.6% | -4.1% | +0.5% | -3.1% |
| 30D | +1.4% | -13.6% | +15.1% | +3.4% |
| 3M | +13.8% | -2.3% | +16.1% | +13.7% |
| 6M | -5.2% | +21.9% | -27.1% | -8.3% |
| YTD | +9.0% | -0.6% | +9.6% | +8.0% |
| 1Y | +26.9% | +29.7% | -2.8% | +20.8% |
| 3Y | +114.7% | +107.3% | +7.5% | +82.5% |
| 5Y | +347.1% | +20.5% | +326.6% | +289.4% |
| 10Y | +446.4% | -6.1% | +452.5% | +333.8% |
| All | +7,004.6% | +305.1% | +6,699.6% | +3,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling