+503.0%
MCK vs OUST
-63.7%
+566.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.3% |
| 7D | -4.4% | -1.7% | -2.7% | -4.4% |
| 30D | -2.2% | -21.9% | +19.7% | -2.6% |
| 3M | +11.6% | -8.2% | +19.8% | +11.7% |
| 6M | -4.9% | +57.5% | -62.4% | -4.4% |
| YTD | +7.7% | +62.8% | -55.1% | +8.5% |
| 1Y | +25.2% | +24.5% | +0.7% | +26.0% |
| 3Y | +112.1% | +599.0% | -486.9% | +116.2% |
| 5Y | +345.8% | -54.9% | +400.7% | +352.8% |
| All | +503.0% | -63.7% | +566.7% | +522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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