+339.0%
MCK vs Z
-64.7%
+403.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.1% |
| 7D | -2.9% | -6.0% | +3.1% | -3.0% |
| 30D | +0.4% | -2.3% | +2.7% | +0.4% |
| 3M | +12.1% | -0.6% | +12.7% | +12.1% |
| 6M | -5.4% | -27.6% | +22.2% | -5.9% |
| YTD | +7.8% | -52.4% | +60.1% | +6.7% |
| 1Y | +22.9% | -63.6% | +86.5% | +21.4% |
| 3Y | +110.7% | -36.4% | +147.1% | +112.3% |
| All | +339.0% | -64.7% | +403.7% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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