+426.2%
MCK vs P
+470.9%
-44.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.5% |
| 7D | -3.6% | +5.0% | -8.6% | -3.9% |
| 30D | +1.4% | -0.9% | +2.4% | +1.3% |
| 3M | +13.8% | +38.7% | -24.8% | +10.8% |
| 6M | -5.2% | +54.4% | -59.5% | -8.9% |
| YTD | +9.0% | +44.8% | -35.8% | +4.9% |
| 1Y | +26.9% | +22.5% | +4.3% | +22.9% |
| 3Y | +114.7% | +148.2% | -33.5% | +87.6% |
| 5Y | +347.1% | +268.9% | +78.2% | +262.9% |
| 10Y | +446.4% | +696.9% | -250.5% | +293.2% |
| All | +426.2% | +470.9% | -44.7% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling