+110.7%
MCK vs PSKY
-18.9%
+129.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.9% |
| 30D | +0.4% | +11.6% | -11.2% | +0.5% |
| 3M | +12.1% | +1.5% | +10.6% | +12.1% |
| 6M | -5.4% | +7.7% | -13.2% | -5.4% |
| YTD | +7.8% | -20.1% | +27.9% | +7.7% |
| 1Y | +22.9% | -38.3% | +61.2% | +22.6% |
| 3Y | +110.7% | -17.7% | +128.5% | +113.1% |
| All | +110.7% | -18.9% | +129.7% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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