+427.6%
MCK vs OSCR
-9.0%
+436.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -2.9% | +1.6% | -4.5% | -2.9% |
| 30D | +0.4% | +10.7% | -10.2% | +0.4% |
| 3M | +12.1% | +13.4% | -1.3% | +12.0% |
| 6M | -5.4% | +144.6% | -150.0% | -5.9% |
| YTD | +7.8% | +128.0% | -120.3% | +7.3% |
| 1Y | +22.9% | +68.7% | -45.7% | +22.5% |
| 3Y | +110.7% | +398.8% | -288.1% | +104.9% |
| 5Y | +346.2% | +87.3% | +258.9% | +339.6% |
| All | +427.6% | -9.0% | +436.6% | +435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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