+113.8%
MCK vs NVD
-99.1%
+212.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.9% | +10.8% | -13.7% | -3.1% |
| 30D | +0.4% | +0.8% | -0.3% | +0.3% |
| 3M | +12.1% | -20.8% | +32.9% | +12.4% |
| 6M | -5.4% | -41.2% | +35.7% | -5.0% |
| YTD | +7.8% | -44.2% | +52.0% | +8.4% |
| 1Y | +22.9% | -54.2% | +77.1% | +23.7% |
| 3Y | +110.7% | -99.1% | +209.9% | +117.0% |
| All | +113.8% | -99.1% | +212.9% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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