+110.7%
MCK vs WTW
+61.9%
+48.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -5.7% | +2.8% | -1.8% |
| 30D | +0.4% | -7.3% | +7.7% | +1.9% |
| 3M | +12.1% | +21.5% | -9.4% | +7.6% |
| 6M | -5.4% | +9.6% | -15.1% | -8.0% |
| YTD | +7.8% | -3.3% | +11.1% | +6.3% |
| 1Y | +22.9% | -6.1% | +29.1% | +22.2% |
| 3Y | +110.7% | +61.8% | +48.9% | +89.4% |
| All | +110.7% | +61.9% | +48.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling