+27.6%
MCK vs NI
+9.5%
+18.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +6.6% |
| 7D | +11.3% | +3.9% | +7.4% | +10.3% |
| 30D | +16.8% | +15.3% | +1.5% | +12.8% |
| 3M | +28.9% | +2.4% | +26.5% | +27.9% |
| 6M | +32.7% | -4.5% | +37.2% | +35.1% |
| YTD | +30.8% | +11.4% | +19.4% | +25.0% |
| 1Y | +27.6% | +8.5% | +19.1% | +24.0% |
| All | +27.6% | +9.5% | +18.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling