+339.0%
MCK vs MSCI
-10.5%
+349.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -2.9% | -3.2% | +0.3% | -2.6% |
| 30D | +0.4% | -1.1% | +1.6% | +0.5% |
| 3M | +12.1% | -6.3% | +18.4% | +12.7% |
| 6M | -5.4% | +2.1% | -7.6% | -5.8% |
| YTD | +7.8% | -2.3% | +10.0% | +7.7% |
| 1Y | +22.9% | -3.9% | +26.9% | +23.0% |
| 3Y | +110.7% | +7.5% | +103.3% | +107.6% |
| All | +339.0% | -10.5% | +349.5% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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