+358.2%
MCK vs MKTX
-60.0%
+418.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +4.9% | +0.8% | +4.1% | +4.9% |
| 3M | +16.3% | +35.6% | -19.3% | +15.7% |
| 6M | -3.0% | -8.5% | +5.5% | -2.8% |
| YTD | +11.4% | -8.7% | +20.1% | +11.6% |
| 1Y | +28.6% | -10.1% | +38.6% | +28.7% |
| 3Y | +120.0% | -25.4% | +145.4% | +119.0% |
| 5Y | +358.2% | -59.2% | +417.4% | +360.7% |
| All | +358.2% | -60.0% | +418.2% | +360.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling