+112.5%
MCK vs OUST
+639.4%
-526.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.0% |
| 7D | -1.9% | +12.7% | -14.7% | -1.6% |
| 30D | +2.4% | -13.6% | +16.0% | +2.0% |
| 3M | +16.1% | -8.3% | +24.4% | +16.4% |
| 6M | -3.1% | +85.0% | -88.0% | -1.8% |
| YTD | +8.7% | +73.2% | -64.5% | +10.2% |
| 1Y | +28.1% | +32.5% | -4.4% | +29.7% |
| All | +112.5% | +639.4% | -526.9% | +126.2% |
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