+110.7%
MCK vs PSA
+22.3%
+88.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | +0.4% | -8.4% | +8.8% | +0.9% |
| 3M | +12.1% | -7.8% | +19.9% | +12.6% |
| 6M | -5.4% | +0.8% | -6.2% | -5.4% |
| YTD | +7.8% | +16.5% | -8.7% | +7.1% |
| 1Y | +22.9% | +4.7% | +18.2% | +22.9% |
| 3Y | +110.7% | +21.1% | +89.7% | +124.4% |
| All | +110.7% | +22.3% | +88.4% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling