+27.6%
MCK vs PR
+87.5%
-59.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -6.5% | +13.5% | +6.7% |
| 7D | +11.3% | -12.1% | +23.4% | +11.1% |
| 30D | +16.8% | +0.9% | +15.9% | +16.5% |
| 3M | +28.9% | +10.1% | +18.8% | +28.6% |
| 6M | +32.7% | +1.1% | +31.6% | +32.2% |
| YTD | +30.8% | +63.7% | -32.9% | +31.8% |
| 1Y | +27.6% | +87.0% | -59.5% | +26.5% |
| All | +27.6% | +87.5% | -59.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling