+133.1%
MCK vs OUST
+692.9%
-559.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +8.3% | +31.9% | -23.6% | +9.1% |
| 30D | +15.3% | -4.2% | +19.5% | +15.3% |
| 3M | +23.2% | -9.3% | +32.5% | +23.1% |
| 6M | +47.4% | +51.7% | -4.3% | +49.2% |
| YTD | +32.4% | +76.6% | -44.2% | +34.5% |
| 1Y | +26.5% | +48.9% | -22.4% | +28.4% |
| All | +133.1% | +692.9% | -559.9% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling