+347.1%
MCK vs PR
+429.1%
-82.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | +1.4% | +11.3% | -9.8% | +0.9% |
| 3M | +13.8% | +24.1% | -10.2% | +12.6% |
| 6M | -5.2% | +25.4% | -30.5% | -6.3% |
| YTD | +9.0% | +71.2% | -62.2% | +6.1% |
| 1Y | +26.9% | +78.6% | -51.7% | +23.1% |
| 3Y | +114.7% | +85.2% | +29.5% | +105.7% |
| 5Y | +347.1% | +419.0% | -71.9% | +262.4% |
| All | +347.1% | +429.1% | -82.0% | +262.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling