+110.7%
MCK vs MDY
+48.5%
+62.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.9% | -1.9% | -1.1% | -3.0% |
| 30D | +0.4% | -4.6% | +5.1% | +0.3% |
| 3M | +12.1% | -1.2% | +13.3% | +12.1% |
| 6M | -5.4% | +9.2% | -14.7% | -5.8% |
| YTD | +7.8% | +13.1% | -5.3% | +7.4% |
| 1Y | +22.9% | +13.0% | +9.9% | +22.5% |
| 3Y | +110.7% | +49.2% | +61.5% | +123.5% |
| All | +110.7% | +48.5% | +62.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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