+728.1%
MCK vs RF
+223.4%
+504.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | +4.0% | +1.9% | +2.0% | +3.5% |
| 30D | +12.9% | +7.3% | +5.6% | +11.2% |
| 3M | +28.9% | -7.9% | +36.8% | +31.2% |
| 6M | +49.9% | +10.5% | +39.4% | +46.5% |
| YTD | +34.8% | +9.6% | +25.2% | +31.6% |
| 1Y | +30.8% | +20.3% | +10.5% | +25.0% |
| 3Y | +137.4% | +119.5% | +17.9% | +89.8% |
| 5Y | +403.3% | +48.2% | +355.1% | +334.2% |
| All | +728.1% | +223.4% | +504.7% | +449.2% |
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