+6,923.6%
MCK vs PSA
+7,108.4%
-184.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | +0.4% | -8.4% | +8.8% | +2.6% |
| 3M | +12.1% | -7.8% | +19.9% | +14.3% |
| 6M | -5.4% | +0.8% | -6.2% | -5.9% |
| YTD | +7.8% | +16.5% | -8.7% | +3.1% |
| 1Y | +22.9% | +4.7% | +18.2% | +20.6% |
| 3Y | +110.7% | +21.1% | +89.7% | +96.0% |
| 5Y | +346.2% | +14.2% | +332.0% | +315.4% |
| 10Y | +440.1% | +102.6% | +337.6% | +323.6% |
| All | +6,923.6% | +7,108.4% | -184.8% | +2,842.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling