+6,918.4%
MCK vs O
+5,190.5%
+1,728.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -4.4% | -3.5% | -0.9% | -3.5% |
| 30D | -2.2% | -3.3% | +1.1% | -1.4% |
| 3M | +11.6% | -2.8% | +14.4% | +12.4% |
| 6M | -4.9% | -5.8% | +0.8% | -3.6% |
| YTD | +7.7% | +9.4% | -1.7% | +5.2% |
| 1Y | +25.2% | +5.7% | +19.5% | +23.3% |
| 3Y | +112.1% | +27.2% | +84.9% | +97.5% |
| 5Y | +345.8% | +17.2% | +328.7% | +320.9% |
| 10Y | +439.7% | +53.9% | +385.8% | +357.9% |
| All | +6,918.4% | +5,190.5% | +1,728.0% | +2,564.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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