+27.2%
MCK vs MKTX
+5.3%
+21.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +11.3% | +0.5% | +10.9% | +11.3% |
| 30D | +16.8% | +1.0% | +15.9% | +16.8% |
| 3M | +28.9% | +2.5% | +26.4% | +28.8% |
| 6M | +32.7% | +8.0% | +24.6% | +36.6% |
| YTD | +30.8% | -7.3% | +38.0% | +40.3% |
| All | +27.2% | +5.3% | +21.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling