+613.4%
MCK vs REPL
-9.7%
+623.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | -3.6% | -9.6% | +6.0% | -3.4% |
| 30D | +1.4% | +5.7% | -4.3% | +1.4% |
| 3M | +13.8% | +56.4% | -42.6% | +12.2% |
| 6M | -5.2% | +67.4% | -72.6% | -8.4% |
| YTD | +9.0% | +48.7% | -39.6% | +5.5% |
| 1Y | +26.9% | +148.3% | -121.4% | +18.7% |
| 3Y | +114.7% | -26.7% | +141.4% | +97.9% |
| 5Y | +347.1% | -54.1% | +401.3% | +318.4% |
| All | +613.4% | -9.7% | +623.1% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling