+27.6%
MCK vs MAS
+40.8%
-13.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.6% | +1.3% | +6.7% |
| 7D | +11.3% | +14.2% | -2.8% | +10.8% |
| 30D | +16.8% | +26.8% | -10.0% | +16.1% |
| 3M | +28.9% | +13.1% | +15.8% | +27.8% |
| 6M | +32.7% | +27.9% | +4.7% | +32.3% |
| YTD | +30.8% | +38.7% | -7.9% | +27.8% |
| 1Y | +27.6% | +40.4% | -12.8% | +23.9% |
| All | +27.6% | +40.8% | -13.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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