+3,605.3%
MCK vs MKTX
+1,442.6%
+2,162.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +12.1% | +40.8% | -28.7% | +6.5% |
| 6M | -5.4% | -8.0% | +2.5% | -5.1% |
| YTD | +7.8% | -8.7% | +16.5% | +8.3% |
| 1Y | +22.9% | -11.8% | +34.8% | +24.0% |
| 3Y | +110.7% | -24.0% | +134.8% | +112.7% |
| 5Y | +346.2% | -60.3% | +406.5% | +384.7% |
| 10Y | +440.1% | +5.0% | +435.2% | +394.5% |
| All | +3,605.3% | +1,442.6% | +2,162.6% | +1,986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling