+427.0%
MCK vs PSX
+386.4%
+40.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | +0.4% | +15.6% | -15.2% | -2.5% |
| 3M | +12.1% | +46.5% | -34.4% | +3.7% |
| 6M | -5.4% | +55.0% | -60.5% | -13.8% |
| YTD | +7.8% | +105.3% | -97.5% | -7.6% |
| 1Y | +22.9% | +101.6% | -78.6% | +5.6% |
| 3Y | +110.7% | +134.1% | -23.4% | +70.7% |
| 5Y | +346.2% | +368.7% | -22.5% | +191.9% |
| All | +427.0% | +386.4% | +40.6% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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