+6,984.2%
MCK vs WM
+2,596.4%
+4,387.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | +2.4% | -4.3% | +6.7% | +3.6% |
| 3M | +16.1% | +0.8% | +15.3% | +15.9% |
| 6M | -3.1% | -10.8% | +7.7% | -0.1% |
| YTD | +8.7% | -0.1% | +8.8% | +8.6% |
| 1Y | +28.1% | +1.0% | +27.1% | +27.5% |
| 3Y | +114.1% | +45.1% | +69.0% | +92.9% |
| 5Y | +342.5% | +52.1% | +290.4% | +292.8% |
| 10Y | +424.1% | +302.9% | +121.2% | +271.2% |
| All | +6,984.2% | +2,596.4% | +4,387.8% | +3,305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling