+427.0%
MCK vs NYT
+489.9%
-62.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +0.4% | +4.6% | -4.2% | -0.3% |
| 3M | +12.1% | -9.6% | +21.7% | +13.6% |
| 6M | -5.4% | -14.0% | +8.6% | -3.7% |
| YTD | +7.8% | -2.8% | +10.6% | +7.3% |
| 1Y | +22.9% | +15.6% | +7.4% | +18.5% |
| 3Y | +110.7% | +56.3% | +54.4% | +89.7% |
| 5Y | +346.2% | +39.5% | +306.7% | +304.2% |
| All | +427.0% | +489.9% | -62.9% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling