+22.9%
MCK vs P
+20.5%
+2.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | +0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -3.0% |
| 30D | +0.4% | -11.9% | +12.3% | 0.0% |
| 3M | +12.1% | +41.6% | -29.5% | +14.0% |
| 6M | -5.4% | +58.1% | -63.6% | -4.7% |
| YTD | +7.8% | +46.5% | -38.7% | +8.9% |
| 1Y | +22.9% | +19.1% | +3.9% | +26.7% |
| All | +22.9% | +20.5% | +2.4% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling