+3,218.5%
MCK vs WYNN
+1,166.9%
+2,051.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.9% | -4.2% | +1.3% | -2.4% |
| 30D | +0.4% | -14.6% | +15.0% | +2.4% |
| 3M | +12.1% | -18.4% | +30.5% | +14.9% |
| 6M | -5.4% | -11.9% | +6.5% | -4.2% |
| YTD | +7.8% | -26.6% | +34.4% | +11.5% |
| 1Y | +22.9% | -28.5% | +51.5% | +27.3% |
| 3Y | +110.7% | -5.1% | +115.8% | +106.6% |
| 5Y | +346.2% | -10.5% | +356.7% | +326.9% |
| 10Y | +440.1% | +0.3% | +439.9% | +371.4% |
| All | +3,218.5% | +1,166.9% | +2,051.6% | +2,075.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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