+328.6%
MCK vs Z
+13.0%
+315.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | -4.4% | -11.6% | +7.2% | -3.8% |
| 30D | -2.2% | -8.5% | +6.3% | -1.9% |
| 3M | +11.6% | -7.9% | +19.5% | +11.8% |
| 6M | -4.9% | -29.1% | +24.1% | -3.6% |
| YTD | +7.7% | -54.2% | +61.9% | +11.5% |
| 1Y | +25.2% | -63.5% | +88.8% | +31.1% |
| 3Y | +112.1% | -38.6% | +150.8% | +113.2% |
| 5Y | +345.8% | -66.0% | +411.8% | +359.0% |
| 10Y | +439.7% | -6.5% | +446.3% | +359.8% |
| All | +328.6% | +13.0% | +315.6% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling