+728.1%
MCK vs WM
+330.8%
+397.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +4.0% | +3.2% | +0.8% | +2.2% |
| 30D | +12.9% | +13.0% | -0.1% | +5.6% |
| 3M | +28.9% | +9.2% | +19.6% | +22.6% |
| 6M | +49.9% | +13.6% | +36.3% | +39.6% |
| YTD | +34.8% | +12.4% | +22.4% | +25.9% |
| 1Y | +30.8% | +21.2% | +9.6% | +17.1% |
| 3Y | +137.4% | +48.7% | +88.8% | +85.8% |
| 5Y | +403.3% | +61.9% | +341.4% | +268.5% |
| All | +728.1% | +330.8% | +397.4% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling