+427.0%
MCK vs PNR
+66.2%
+360.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -2.9% | -6.0% | +3.1% | -1.5% |
| 30D | +0.4% | -14.0% | +14.4% | +4.0% |
| 3M | +12.1% | -21.7% | +33.8% | +18.1% |
| 6M | -5.4% | -37.3% | +31.8% | +4.8% |
| YTD | +7.8% | -45.1% | +52.9% | +23.1% |
| 1Y | +22.9% | -49.1% | +72.1% | +43.0% |
| 3Y | +110.7% | -14.8% | +125.6% | +105.0% |
| 5Y | +346.2% | -21.0% | +367.2% | +342.7% |
| All | +427.0% | +66.2% | +360.9% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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