+7,134.6%
MCK vs MAS
+1,335.8%
+5,798.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.8% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +3.6% | -5.6% | +9.2% | +4.7% |
| 3M | +20.1% | +4.4% | +15.6% | +18.5% |
| 6M | -7.0% | +7.2% | -14.2% | -9.1% |
| YTD | +11.0% | +16.1% | -5.1% | +6.5% |
| 1Y | +31.8% | +0.1% | +31.7% | +29.9% |
| 3Y | +123.1% | +28.3% | +94.8% | +105.0% |
| 5Y | +351.7% | +30.5% | +321.2% | +305.3% |
| 10Y | +435.4% | +139.1% | +296.3% | +316.0% |
| All | +7,134.6% | +1,335.8% | +5,798.8% | +3,475.7% |
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