+493.2%
MCK vs PL
+40.9%
+452.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +4.0% | +10.0% | -6.1% | +4.1% |
| 30D | +12.9% | -2.3% | +15.2% | +13.0% |
| 3M | +28.9% | -44.2% | +73.1% | +28.1% |
| 6M | +49.9% | -66.1% | +116.0% | +48.8% |
| YTD | +34.8% | -30.0% | +64.8% | +34.0% |
| 1Y | +30.8% | +21.0% | +9.8% | +30.1% |
| 3Y | +137.4% | +516.5% | -379.1% | +139.8% |
| 5Y | +403.3% | +32.0% | +371.3% | +403.3% |
| All | +493.2% | +40.9% | +452.3% | +486.5% |
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