+464.6%
MDLZ vs MCK
+2,992.5%
-2,527.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | 0.0% | -3.6% | +3.5% | +0.8% |
| 30D | +1.4% | +1.4% | 0.0% | +1.0% |
| 3M | 0.0% | +13.8% | -13.8% | -3.2% |
| 6M | +9.1% | -5.2% | +14.3% | +10.1% |
| YTD | +17.9% | +9.0% | +8.9% | +14.6% |
| 1Y | +3.2% | +26.9% | -23.7% | -3.5% |
| 3Y | -2.5% | +114.7% | -117.2% | -21.1% |
| 5Y | +17.6% | +347.1% | -329.5% | -21.2% |
| 10Y | +87.9% | +446.4% | -358.4% | +14.5% |
| All | +464.6% | +2,992.5% | -2,527.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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