+345.8%
MCK vs ROIV
+310.6%
+35.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.2% |
| 7D | -4.4% | +19.0% | -23.4% | -4.4% |
| 30D | -2.2% | +16.1% | -18.4% | -2.3% |
| 3M | +11.6% | +44.1% | -32.5% | +11.3% |
| 6M | -4.9% | +37.8% | -42.8% | -5.1% |
| YTD | +7.7% | +88.7% | -81.0% | +7.1% |
| 1Y | +25.2% | +197.3% | -172.1% | +23.7% |
| 3Y | +112.1% | +224.9% | -112.8% | +109.1% |
| 5Y | +345.8% | +311.0% | +34.8% | +331.4% |
| All | +345.8% | +310.6% | +35.2% | +331.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling