+27.6%
MCK vs ROP
+10.1%
+17.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.9% | +3.0% | +6.4% |
| 7D | +11.3% | +11.7% | -0.4% | +9.6% |
| 30D | +16.8% | +35.5% | -18.6% | +12.0% |
| 3M | +28.9% | +25.3% | +3.6% | +24.4% |
| 6M | +32.7% | +38.9% | -6.2% | +26.3% |
| YTD | +30.8% | +11.4% | +19.4% | +21.2% |
| 1Y | +27.6% | +10.3% | +17.2% | +18.0% |
| All | +27.6% | +10.1% | +17.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling