+339.0%
MCK vs ROP
-16.2%
+355.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -4.6% | +1.7% | -1.9% |
| 30D | +0.4% | -1.7% | +2.1% | +0.7% |
| 3M | +12.1% | +17.1% | -5.0% | +8.1% |
| 6M | -5.4% | +10.9% | -16.3% | -7.9% |
| YTD | +7.8% | -12.1% | +19.9% | +10.9% |
| 1Y | +22.9% | -24.2% | +47.2% | +31.8% |
| 3Y | +110.7% | -20.4% | +131.1% | +121.3% |
| All | +339.0% | -16.2% | +355.2% | +343.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling