+117.3%
MCK vs USAR
+53.8%
+63.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | -2.9% | -11.6% | +8.7% | -3.2% |
| 30D | +0.4% | -15.5% | +15.9% | +0.1% |
| 3M | +12.1% | -31.0% | +43.1% | +11.5% |
| 6M | -5.4% | -26.2% | +20.8% | -5.8% |
| YTD | +7.8% | +30.8% | -23.0% | +8.5% |
| 1Y | +22.9% | +7.1% | +15.9% | +23.9% |
| 3Y | +110.7% | +53.0% | +57.7% | +138.0% |
| All | +117.3% | +53.8% | +63.6% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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