+427.0%
MCK vs RF
+342.9%
+84.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.9% | -1.0% | -2.0% | -2.7% |
| 30D | +0.4% | -3.7% | +4.1% | +1.3% |
| 3M | +12.1% | +5.3% | +6.8% | +10.7% |
| 6M | -5.4% | +17.2% | -22.7% | -9.0% |
| YTD | +7.8% | +14.5% | -6.7% | +4.1% |
| 1Y | +22.9% | +15.9% | +7.0% | +18.2% |
| 3Y | +110.7% | +91.2% | +19.5% | +73.4% |
| 5Y | +346.2% | +90.0% | +256.1% | +254.4% |
| All | +427.0% | +342.9% | +84.1% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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