+492.2%
MCK vs NTR
+97.9%
+394.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +0.4% | +16.8% | -16.4% | -2.4% |
| 3M | +12.1% | +20.7% | -8.6% | +8.2% |
| 6M | -5.4% | +0.5% | -6.0% | -6.0% |
| YTD | +7.8% | +29.2% | -21.4% | +1.8% |
| 1Y | +22.9% | +39.6% | -16.6% | +14.0% |
| 3Y | +110.7% | +37.9% | +72.9% | +93.4% |
| 5Y | +346.2% | +47.1% | +299.1% | +270.9% |
| All | +492.2% | +97.9% | +394.2% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling