+427.0%
MCK vs P
+718.8%
-291.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | +0.4% | -11.9% | +12.3% | +1.1% |
| 3M | +12.1% | +41.6% | -29.5% | +9.0% |
| 6M | -5.4% | +58.1% | -63.6% | -9.4% |
| YTD | +7.8% | +46.5% | -38.7% | +3.5% |
| 1Y | +22.9% | +19.1% | +3.9% | +19.3% |
| 3Y | +110.7% | +150.6% | -39.9% | +82.9% |
| 5Y | +346.2% | +271.8% | +74.4% | +257.4% |
| All | +427.0% | +718.8% | -291.8% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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