+6,923.6%
MCK vs SPY
+2,741.5%
+4,182.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -2.9% | -0.8% | -2.2% | -2.4% |
| 30D | +0.4% | -1.1% | +1.5% | +1.1% |
| 3M | +12.1% | +3.9% | +8.2% | +8.9% |
| 6M | -5.4% | +13.6% | -19.1% | -13.8% |
| YTD | +7.8% | +12.7% | -4.9% | -1.4% |
| 1Y | +22.9% | +17.5% | +5.4% | +9.2% |
| 3Y | +110.7% | +76.9% | +33.8% | +37.7% |
| 5Y | +346.2% | +83.6% | +262.6% | +177.5% |
| 10Y | +440.1% | +320.7% | +119.5% | +89.0% |
| All | +6,923.6% | +2,741.5% | +4,182.1% | +629.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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