+1,493.7%
MCK vs MSCI
+2,664.3%
-1,170.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | +1.4% | -1.2% | +2.6% | +1.6% |
| 3M | +13.8% | -8.4% | +22.2% | +15.8% |
| 6M | -5.2% | -1.0% | -4.1% | -5.5% |
| YTD | +9.0% | -2.3% | +11.3% | +8.7% |
| 1Y | +26.9% | -1.2% | +28.0% | +25.8% |
| 3Y | +114.7% | +7.9% | +106.8% | +104.6% |
| 5Y | +347.1% | -10.1% | +357.2% | +332.3% |
| 10Y | +446.4% | +631.0% | -184.6% | +200.6% |
| All | +1,493.7% | +2,664.3% | -1,170.6% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling