+1,416.0%
MCK vs URA
-29.9%
+1,445.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -3.6% | +5.7% | -9.3% | -4.5% |
| 30D | +1.4% | +5.6% | -4.1% | +0.4% |
| 3M | +13.8% | +6.2% | +7.6% | +12.0% |
| 6M | -5.2% | -8.2% | +3.1% | -5.2% |
| YTD | +9.0% | +9.7% | -0.6% | +4.6% |
| 1Y | +26.9% | +17.0% | +9.9% | +18.8% |
| 3Y | +114.7% | +118.5% | -3.7% | +70.2% |
| 5Y | +347.1% | +134.3% | +212.8% | +232.0% |
| 10Y | +446.4% | +377.5% | +68.9% | +214.2% |
| All | +1,416.0% | -29.9% | +1,445.9% | +1,151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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