+728.1%
MCK vs PR
+86.0%
+642.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +4.0% | +6.0% | -2.0% | +3.7% |
| 30D | +12.9% | -4.2% | +17.1% | +13.0% |
| 3M | +28.9% | +10.0% | +18.9% | +28.3% |
| 6M | +49.9% | +15.6% | +34.3% | +48.9% |
| YTD | +34.8% | +68.2% | -33.3% | +32.0% |
| 1Y | +30.8% | +79.2% | -48.4% | +27.8% |
| 3Y | +137.4% | +94.9% | +42.5% | +129.8% |
| 5Y | +403.3% | +272.8% | +130.5% | +368.8% |
| All | +728.1% | +86.0% | +642.1% | +791.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling