+426.6%
MCK vs PR
+87.0%
+339.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -2.2% | +10.4% | -12.7% | -2.6% |
| 3M | +11.6% | +21.1% | -9.6% | +10.7% |
| 6M | -4.9% | +28.8% | -33.7% | -5.9% |
| YTD | +7.7% | +71.8% | -64.1% | +5.5% |
| 1Y | +25.2% | +73.3% | -48.1% | +22.5% |
| 3Y | +112.1% | +85.9% | +26.3% | +105.8% |
| 5Y | +345.8% | +421.8% | -75.9% | +311.0% |
| All | +426.6% | +87.0% | +339.6% | +468.4% |
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