+424.1%
MCK vs MAS
+135.2%
+288.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.1% |
| 30D | +2.4% | -8.1% | +10.4% | +4.0% |
| 3M | +16.1% | +3.3% | +12.8% | +14.7% |
| 6M | -3.1% | +12.4% | -15.5% | -6.3% |
| YTD | +8.7% | +13.3% | -4.6% | +4.4% |
| 1Y | +28.1% | -4.7% | +32.8% | +27.5% |
| 3Y | +114.1% | +33.0% | +81.2% | +90.4% |
| 5Y | +342.5% | +33.9% | +308.6% | +281.4% |
| 10Y | +424.1% | +135.4% | +288.8% | +261.0% |
| All | +424.1% | +135.2% | +288.9% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling