+110.7%
MCK vs UL
+20.7%
+90.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -2.1% |
| 30D | +0.4% | +0.5% | -0.1% | +0.3% |
| 3M | +12.1% | +7.2% | +4.9% | +10.3% |
| 6M | -5.4% | -3.1% | -2.4% | -4.9% |
| YTD | +7.8% | -2.7% | +10.5% | +8.3% |
| 1Y | +22.9% | -10.2% | +33.2% | +25.7% |
| 3Y | +110.7% | +20.3% | +90.5% | +115.0% |
| All | +110.7% | +20.7% | +90.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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