+2,286.2%
MDT vs MCK
+6,818.8%
-4,532.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | +0.2% | +0.4% | -0.2% | 0.0% |
| 3M | +14.3% | +12.1% | +2.2% | +10.9% |
| 6M | +4.0% | -5.4% | +9.4% | +5.1% |
| YTD | -3.7% | +7.8% | -11.5% | -6.2% |
| 1Y | -0.4% | +22.9% | -23.3% | -6.2% |
| 3Y | +23.3% | +110.7% | -87.4% | -0.1% |
| 5Y | -18.9% | +346.2% | -365.1% | -46.2% |
| 10Y | +39.2% | +440.1% | -401.0% | -15.8% |
| All | +2,286.2% | +6,818.8% | -4,532.5% | +730.3% |
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