+405.1%
META vs MCK
+442.4%
-37.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +5.5% | -4.4% | +9.9% | +6.4% |
| 30D | +7.6% | -2.2% | +9.8% | +8.0% |
| 3M | +13.0% | +11.6% | +1.4% | +10.3% |
| 6M | -1.3% | -4.9% | +3.6% | -0.6% |
| YTD | -2.2% | +7.7% | -9.9% | -4.2% |
| 1Y | -14.0% | +25.2% | -39.2% | -18.6% |
| 3Y | +118.2% | +112.1% | +6.1% | +79.3% |
| 5Y | +71.7% | +345.8% | -274.2% | +13.3% |
| All | +405.1% | +442.4% | -37.3% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling