+19.9%
MDT vs MCK
+31.3%
-11.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.0% | -0.8% | +4.2% |
| 7D | +10.7% | +11.3% | -0.6% | +7.6% |
| 30D | +19.3% | +16.8% | +2.5% | +14.7% |
| 3M | +22.8% | +28.9% | -6.2% | +15.3% |
| 6M | +36.4% | +32.7% | +3.7% | +26.5% |
| YTD | +12.1% | +30.8% | -18.7% | +4.3% |
| 1Y | +19.9% | +27.6% | -7.6% | +13.0% |
| All | +19.9% | +31.3% | -11.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling