+404.9%
MCK vs ROIV
+288.8%
+116.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | +16.9% | -19.8% | -3.0% |
| 30D | +0.4% | +12.9% | -12.5% | +0.4% |
| 3M | +12.1% | +37.3% | -25.2% | +11.9% |
| 6M | -5.4% | +38.0% | -43.4% | -5.7% |
| YTD | +7.8% | +88.1% | -80.3% | +7.1% |
| 1Y | +22.9% | +183.3% | -160.3% | +21.4% |
| 3Y | +110.7% | +254.6% | -143.9% | +107.1% |
| 5Y | +346.2% | +309.8% | +36.3% | +334.9% |
| All | +404.9% | +288.8% | +116.1% | +394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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