+339.0%
MCK vs S
-69.2%
+408.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +12.1% | +33.8% | -21.7% | +12.6% |
| 6M | -5.4% | +39.5% | -44.9% | -4.9% |
| YTD | +7.8% | +31.7% | -23.9% | +8.5% |
| 1Y | +22.9% | +7.0% | +16.0% | +23.5% |
| 3Y | +110.7% | +11.8% | +99.0% | +112.2% |
| All | +339.0% | -69.2% | +408.2% | +355.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling