+6,923.6%
MCK vs PPG
+1,069.2%
+5,854.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -2.9% | -6.2% | +3.3% | -1.0% |
| 30D | +0.4% | -7.9% | +8.4% | +3.0% |
| 3M | +12.1% | -10.2% | +22.3% | +15.4% |
| 6M | -5.4% | +2.7% | -8.1% | -7.4% |
| YTD | +7.8% | +4.9% | +2.9% | +4.4% |
| 1Y | +22.9% | -3.2% | +26.1% | +21.8% |
| 3Y | +110.7% | -17.0% | +127.7% | +114.3% |
| 5Y | +346.2% | -23.3% | +369.5% | +352.8% |
| 10Y | +440.1% | +26.4% | +413.7% | +346.9% |
| All | +6,923.6% | +1,069.2% | +5,854.4% | +2,755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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