+27.6%
MCK vs NOC
-7.1%
+34.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.5% | +7.9% |
| 7D | +11.3% | -5.0% | +16.3% | +12.4% |
| 30D | +16.8% | +10.3% | +6.5% | +13.6% |
| 3M | +28.9% | -4.3% | +33.2% | +29.7% |
| 6M | +32.7% | -6.5% | +39.2% | +33.8% |
| YTD | +30.8% | -6.7% | +37.5% | +32.1% |
| 1Y | +27.6% | -7.5% | +35.1% | +29.2% |
| All | +27.6% | -7.1% | +34.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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