+132.8%
MCK vs MAS
+53.3%
+79.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +6.7% | +2.4% | +4.3% | +6.7% |
| 30D | +16.5% | +19.8% | -3.3% | +16.7% |
| 3M | +21.9% | +9.8% | +12.0% | +21.8% |
| 6M | +43.0% | +15.8% | +27.2% | +43.3% |
| YTD | +29.7% | +31.8% | -2.1% | +30.4% |
| 1Y | +24.0% | +35.4% | -11.3% | +24.8% |
| All | +132.8% | +53.3% | +79.4% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling