+427.0%
MCK vs PBR
+697.0%
-269.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.9% | +5.4% | -8.3% | -3.6% |
| 30D | +0.4% | +22.9% | -22.4% | -2.5% |
| 3M | +12.1% | +19.6% | -7.5% | +9.0% |
| 6M | -5.4% | +16.5% | -21.9% | -7.9% |
| YTD | +7.8% | +86.7% | -78.9% | -2.1% |
| 1Y | +22.9% | +74.7% | -51.8% | +12.6% |
| 3Y | +110.7% | +102.6% | +8.2% | +85.4% |
| 5Y | +346.2% | +566.6% | -220.4% | +210.6% |
| All | +427.0% | +697.0% | -269.9% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling