+24.0%
MCK vs ZYBT
-29.6%
+53.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -1.0% |
| 7D | +6.7% | +15.4% | -8.7% | +6.7% |
| 30D | +16.5% | +29.3% | -12.8% | +16.6% |
| 3M | +21.9% | -28.2% | +50.1% | +21.9% |
| 6M | +43.0% | +52.3% | -9.3% | +43.2% |
| YTD | +29.7% | +30.4% | -0.7% | +34.1% |
| 1Y | +24.0% | -29.2% | +53.3% | +29.7% |
| All | +24.0% | -29.6% | +53.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling