+339.0%
MCK vs MDY
+46.3%
+292.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -1.9% | -1.1% | -2.6% |
| 30D | +0.4% | -4.6% | +5.1% | +1.1% |
| 3M | +12.1% | -1.2% | +13.3% | +12.2% |
| 6M | -5.4% | +9.2% | -14.7% | -7.1% |
| YTD | +7.8% | +13.1% | -5.3% | +5.2% |
| 1Y | +22.9% | +13.0% | +9.9% | +20.0% |
| 3Y | +110.7% | +49.2% | +61.5% | +91.5% |
| All | +339.0% | +46.3% | +292.7% | +297.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling