+8,686.9%
MCK vs WM
+2,932.3%
+5,754.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.0% | +3.2% | +0.8% | +3.1% |
| 30D | +12.9% | +13.0% | -0.1% | +9.2% |
| 3M | +28.9% | +9.2% | +19.6% | +25.8% |
| 6M | +49.9% | +13.6% | +36.3% | +44.8% |
| YTD | +34.8% | +12.4% | +22.4% | +30.5% |
| 1Y | +30.8% | +21.2% | +9.6% | +24.1% |
| 3Y | +137.4% | +48.7% | +88.8% | +112.5% |
| 5Y | +403.3% | +61.9% | +341.4% | +338.8% |
| 10Y | +731.9% | +331.0% | +400.9% | +477.3% |
| All | +8,686.9% | +2,932.3% | +5,754.5% | +3,991.1% |
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