+347.1%
MCK vs WM
+51.0%
+296.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | +1.4% | -4.5% | +5.9% | +3.4% |
| 3M | +13.8% | -2.2% | +16.0% | +14.9% |
| 6M | -5.2% | -11.5% | +6.3% | -0.5% |
| YTD | +9.0% | -0.7% | +9.7% | +9.2% |
| 1Y | +26.9% | +0.3% | +26.5% | +26.4% |
| 3Y | +114.7% | +44.2% | +70.5% | +81.2% |
| 5Y | +347.1% | +51.6% | +295.5% | +260.3% |
| All | +347.1% | +51.0% | +296.1% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling