+31.8%
MCK vs NXT
+26.2%
+5.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.4% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | +3.6% | -15.3% | +19.0% | +3.0% |
| 3M | +20.1% | -43.8% | +63.9% | +18.9% |
| 6M | -7.0% | -18.7% | +11.6% | -8.4% |
| YTD | +11.0% | -3.0% | +14.0% | +8.9% |
| 1Y | +31.8% | +22.7% | +9.1% | +37.8% |
| All | +31.8% | +26.2% | +5.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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