+6,923.6%
MCK vs UL
+1,455.8%
+5,467.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -1.8% |
| 30D | +0.4% | +0.5% | -0.1% | +0.2% |
| 3M | +12.1% | +7.2% | +4.9% | +9.4% |
| 6M | -5.4% | -3.1% | -2.4% | -4.9% |
| YTD | +7.8% | -2.7% | +10.5% | +8.2% |
| 1Y | +22.9% | -10.2% | +33.2% | +26.5% |
| 3Y | +110.7% | +20.3% | +90.5% | +95.0% |
| 5Y | +346.2% | +19.9% | +326.2% | +306.1% |
| 10Y | +440.1% | +66.5% | +373.7% | +334.6% |
| All | +6,923.6% | +1,455.8% | +5,467.8% | +3,061.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling