+110.7%
MCK vs S
+15.4%
+95.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -0.7% | -2.3% | -2.9% |
| 30D | +0.4% | -11.4% | +11.9% | 0.0% |
| 3M | +12.1% | +33.8% | -21.7% | +13.4% |
| 6M | -5.4% | +39.5% | -44.9% | -4.0% |
| YTD | +7.8% | +31.7% | -23.9% | +9.5% |
| 1Y | +22.9% | +7.0% | +16.0% | +24.4% |
| 3Y | +110.7% | +11.8% | +99.0% | +120.7% |
| All | +110.7% | +15.4% | +95.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling