+339.0%
MCK vs OMC
+30.5%
+308.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -2.9% | -4.4% | +1.5% | -2.5% |
| 30D | +0.4% | -7.6% | +8.0% | +1.1% |
| 3M | +12.1% | +4.5% | +7.6% | +11.5% |
| 6M | -5.4% | -0.3% | -5.2% | -5.6% |
| YTD | +7.8% | -0.1% | +7.9% | +7.5% |
| 1Y | +22.9% | +4.6% | +18.3% | +22.0% |
| 3Y | +110.7% | +10.5% | +100.3% | +105.6% |
| All | +339.0% | +30.5% | +308.5% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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