+8,525.8%
MCK vs MAS
+1,581.2%
+6,944.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +8.3% | +3.6% | +4.7% | +7.6% |
| 30D | +15.3% | +23.8% | -8.5% | +10.6% |
| 3M | +23.2% | +14.4% | +8.7% | +19.9% |
| 6M | +47.4% | +19.7% | +27.6% | +41.5% |
| YTD | +32.4% | +36.0% | -3.6% | +23.1% |
| 1Y | +26.5% | +40.4% | -13.9% | +16.8% |
| 3Y | +133.8% | +58.9% | +74.8% | +106.2% |
| 5Y | +405.8% | +44.5% | +361.2% | +345.9% |
| 10Y | +692.0% | +214.8% | +477.2% | +484.5% |
| All | +8,525.8% | +1,581.2% | +6,944.6% | +4,033.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling