+6,923.6%
MCK vs OMC
+2,293.8%
+4,629.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.9% | -4.4% | +1.5% | -1.7% |
| 30D | +0.4% | -7.6% | +8.0% | +2.4% |
| 3M | +12.1% | +4.5% | +7.6% | +10.3% |
| 6M | -5.4% | -0.3% | -5.2% | -5.9% |
| YTD | +7.8% | -0.1% | +7.9% | +6.2% |
| 1Y | +22.9% | +4.6% | +18.3% | +19.2% |
| 3Y | +110.7% | +10.5% | +100.3% | +96.1% |
| 5Y | +346.2% | +31.7% | +314.5% | +283.6% |
| 10Y | +440.1% | +33.5% | +406.6% | +346.9% |
| All | +6,923.6% | +2,293.8% | +4,629.8% | +3,105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling