+110.7%
MCK vs MDB
-5.2%
+115.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | 0.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.9% |
| 30D | +0.4% | -17.3% | +17.7% | +0.1% |
| 3M | +12.1% | +2.2% | +9.9% | +12.2% |
| 6M | -5.4% | +33.9% | -39.3% | -4.9% |
| YTD | +7.8% | -13.7% | +21.5% | +8.0% |
| 1Y | +22.9% | +9.1% | +13.9% | +23.5% |
| 3Y | +110.7% | -8.1% | +118.9% | +111.5% |
| All | +110.7% | -5.2% | +115.9% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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