+373.8%
MCK vs PL
+70.3%
+303.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.2% |
| 7D | -4.4% | -9.0% | +4.6% | -4.5% |
| 30D | -2.2% | -29.6% | +27.4% | -2.6% |
| 3M | +11.6% | -45.7% | +57.2% | +11.0% |
| 6M | -4.9% | -34.3% | +29.3% | -5.5% |
| YTD | +7.7% | -15.4% | +23.1% | +7.2% |
| 1Y | +25.2% | +86.1% | -60.9% | +24.8% |
| 3Y | +112.1% | +509.1% | -397.0% | +114.7% |
| 5Y | +345.8% | +68.3% | +277.5% | +341.6% |
| All | +373.8% | +70.3% | +303.5% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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