+110.7%
MCK vs W
+35.9%
+74.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | -2.9% | -0.9% | -2.1% | -2.9% |
| 30D | +0.4% | -4.2% | +4.7% | +0.3% |
| 3M | +12.1% | +26.9% | -14.8% | +13.4% |
| 6M | -5.4% | +31.2% | -36.7% | -4.0% |
| YTD | +7.8% | -1.8% | +9.6% | +8.3% |
| 1Y | +22.9% | +9.3% | +13.6% | +24.7% |
| 3Y | +110.7% | +33.2% | +77.5% | +126.0% |
| All | +110.7% | +35.9% | +74.9% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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