+339.0%
MCK vs REPL
-59.3%
+398.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | -2.9% | -14.1% | +11.2% | -3.0% |
| 30D | +0.4% | -15.2% | +15.6% | +0.3% |
| 3M | +12.1% | +49.9% | -37.8% | +12.9% |
| 6M | -5.4% | +63.5% | -69.0% | -4.4% |
| YTD | +7.8% | +32.9% | -25.1% | +9.0% |
| 1Y | +22.9% | +115.0% | -92.0% | +23.7% |
| 3Y | +110.7% | -34.7% | +145.4% | +114.6% |
| All | +339.0% | -59.3% | +398.3% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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