+462.9%
META vs MCK
+753.3%
-290.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.4% |
| 7D | +5.2% | +4.0% | +1.2% | +4.3% |
| 30D | -13.0% | +12.9% | -25.9% | -15.3% |
| 3M | +7.9% | +28.9% | -20.9% | +2.2% |
| 6M | +4.2% | +49.9% | -45.7% | -4.8% |
| YTD | -2.5% | +34.8% | -37.4% | -9.3% |
| 1Y | +5.6% | +30.8% | -25.3% | -1.1% |
| 3Y | +96.8% | +137.4% | -40.7% | +55.0% |
| 5Y | +90.0% | +403.3% | -313.3% | +16.3% |
| All | +462.9% | +753.3% | -290.4% | +176.9% |
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 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