+3,196.0%
MCK vs NDAQ
+2,205.8%
+990.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -4.4% | -6.8% | +2.4% | -3.0% |
| 30D | -2.2% | -3.2% | +1.0% | -1.6% |
| 3M | +11.6% | +6.5% | +5.1% | +9.9% |
| 6M | -4.9% | +5.7% | -10.7% | -6.4% |
| YTD | +7.7% | -4.6% | +12.3% | +8.0% |
| 1Y | +25.2% | -1.6% | +26.8% | +24.6% |
| 3Y | +112.1% | +86.4% | +25.7% | +82.9% |
| 5Y | +345.8% | +50.3% | +295.5% | +297.5% |
| 10Y | +439.7% | +369.0% | +70.7% | +282.1% |
| All | +3,196.0% | +2,205.8% | +990.1% | +1,683.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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