+409.2%
MCK vs ROIV
+295.0%
+114.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.8% | -20.8% | -2.1% |
| 7D | -1.9% | +20.2% | -22.1% | -2.0% |
| 30D | +2.4% | +14.1% | -11.8% | +2.3% |
| 3M | +16.1% | +45.6% | -29.5% | +15.8% |
| 6M | -3.1% | +44.1% | -47.2% | -3.3% |
| YTD | +8.7% | +91.2% | -82.4% | +8.0% |
| 1Y | +28.1% | +221.3% | -193.2% | +26.3% |
| 3Y | +114.1% | +229.2% | -115.1% | +110.8% |
| 5Y | +342.5% | +316.5% | +26.1% | +331.3% |
| All | +409.2% | +295.0% | +114.2% | +398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling