+339.0%
MCK vs NTRS
+93.2%
+245.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | +0.4% | -0.7% | +1.1% | +0.5% |
| 3M | +12.1% | +11.3% | +0.8% | +11.1% |
| 6M | -5.4% | +35.5% | -41.0% | -7.8% |
| YTD | +7.8% | +40.6% | -32.8% | +4.6% |
| 1Y | +22.9% | +49.2% | -26.3% | +18.6% |
| 3Y | +110.7% | +167.2% | -56.5% | +88.7% |
| All | +339.0% | +93.2% | +245.8% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling