+427.0%
MCK vs WM
+303.9%
+123.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -2.9% | -2.5% | -0.4% | -1.6% |
| 30D | +0.4% | -5.7% | +6.1% | +3.5% |
| 3M | +12.1% | -2.4% | +14.5% | +13.5% |
| 6M | -5.4% | -9.0% | +3.5% | -0.8% |
| YTD | +7.8% | -2.0% | +9.8% | +8.5% |
| 1Y | +22.9% | -1.6% | +24.6% | +23.2% |
| 3Y | +110.7% | +41.3% | +69.4% | +69.3% |
| 5Y | +346.2% | +48.9% | +297.3% | +242.0% |
| All | +427.0% | +303.9% | +123.2% | +211.4% |
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