+27.5%
MCK vs NTR
+37.3%
-9.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +9.3% | +5.4% | +3.8% | +9.1% |
| 30D | +16.3% | +1.4% | +14.9% | +16.2% |
| 3M | +22.3% | +8.7% | +13.6% | +22.0% |
| 6M | +34.1% | -4.9% | +39.1% | +33.1% |
| YTD | +31.1% | +19.8% | +11.3% | +32.4% |
| 1Y | +27.5% | +37.0% | -9.5% | +29.0% |
| All | +27.5% | +37.3% | -9.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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