+110.7%
MCK vs MKTX
-25.3%
+136.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +0.4% | +0.7% | -0.3% | +0.4% |
| 3M | +12.1% | +40.8% | -28.7% | +11.7% |
| 6M | -5.4% | -8.0% | +2.5% | -5.3% |
| YTD | +7.8% | -8.7% | +16.5% | +8.0% |
| 1Y | +22.9% | -11.8% | +34.8% | +22.9% |
| 3Y | +110.7% | -24.0% | +134.8% | +107.8% |
| All | +110.7% | -25.3% | +136.0% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling