+347.1%
MCK vs PL
+72.5%
+274.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.2% |
| 7D | -3.6% | -13.9% | +10.3% | -3.7% |
| 30D | +1.4% | -25.5% | +26.9% | +1.1% |
| 3M | +13.8% | -44.8% | +58.6% | +13.3% |
| 6M | -5.2% | -33.3% | +28.2% | -5.6% |
| YTD | +9.0% | -12.7% | +21.7% | +8.5% |
| 1Y | +26.9% | +90.9% | -64.0% | +26.5% |
| 3Y | +114.7% | +528.5% | -413.7% | +117.4% |
| 5Y | +347.1% | +72.7% | +274.4% | +337.6% |
| All | +347.1% | +72.5% | +274.6% | +337.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling