+27.6%
MCK vs PBR
+74.7%
-47.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -7.0% | +14.0% | +6.9% |
| 7D | +11.3% | -11.0% | +22.3% | +11.3% |
| 30D | +16.8% | -18.8% | +35.6% | +16.9% |
| 3M | +28.9% | +7.8% | +21.1% | +29.4% |
| 6M | +32.7% | -7.6% | +40.3% | +33.6% |
| YTD | +30.8% | +72.7% | -41.9% | +33.4% |
| 1Y | +27.6% | +72.9% | -45.4% | +30.7% |
| All | +27.6% | +74.7% | -47.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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