+6,984.2%
MCK vs RF
+590.3%
+6,393.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -1.9% | +2.7% | -4.6% | -2.4% |
| 30D | +2.4% | -3.4% | +5.7% | +3.0% |
| 3M | +16.1% | +6.4% | +9.7% | +14.8% |
| 6M | -3.1% | +13.4% | -16.5% | -5.2% |
| YTD | +8.7% | +14.2% | -5.5% | +6.0% |
| 1Y | +28.1% | +15.7% | +12.4% | +24.4% |
| 3Y | +114.1% | +91.3% | +22.8% | +86.9% |
| 5Y | +342.5% | +89.8% | +252.8% | +280.3% |
| 10Y | +424.1% | +336.7% | +87.4% | +277.5% |
| All | +6,984.2% | +590.3% | +6,393.9% | +3,725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling