+1,495.5%
MCK vs MKSI
+2,222.5%
-727.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -2.9% | +2.7% | -5.6% | -3.2% |
| 30D | +0.4% | -12.8% | +13.2% | +1.9% |
| 3M | +12.1% | -22.5% | +34.6% | +13.9% |
| 6M | -5.4% | +19.4% | -24.8% | -9.5% |
| YTD | +7.8% | +67.7% | -59.9% | -1.4% |
| 1Y | +22.9% | +131.4% | -108.5% | +7.3% |
| 3Y | +110.7% | +197.3% | -86.6% | +70.2% |
| 5Y | +346.2% | +87.0% | +259.2% | +273.3% |
| 10Y | +440.1% | +522.1% | -81.9% | +265.8% |
| All | +1,495.5% | +2,222.5% | -727.1% | +499.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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