+6,918.4%
MCK vs PH
+11,556.0%
-4,637.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | -2.2% | -11.8% | +9.6% | +1.0% |
| 3M | +11.6% | +6.9% | +4.6% | +9.2% |
| 6M | -4.9% | -1.3% | -3.7% | -5.3% |
| YTD | +7.7% | +7.0% | +0.8% | +4.9% |
| 1Y | +25.2% | +23.1% | +2.1% | +17.2% |
| 3Y | +112.1% | +135.4% | -23.2% | +60.3% |
| 5Y | +345.8% | +250.3% | +95.5% | +193.9% |
| 10Y | +439.7% | +798.0% | -358.3% | +162.7% |
| All | +6,918.4% | +11,556.0% | -4,637.5% | +1,976.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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