+114.4%
META vs MCK
+114.8%
-0.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.6% |
| 7D | +10.3% | -3.6% | +13.8% | +10.2% |
| 30D | +9.9% | +1.4% | +8.4% | +9.9% |
| 3M | +11.9% | +13.8% | -1.9% | +12.2% |
| 6M | +1.2% | -5.2% | +6.3% | +1.1% |
| YTD | -0.8% | +9.0% | -9.8% | -0.1% |
| 1Y | -14.3% | +26.9% | -41.2% | -12.8% |
| All | +114.4% | +114.8% | -0.4% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling