+1,594.6%
META vs MCK
+1,285.4%
+309.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.4% |
| 3M | +7.9% | +28.9% | -20.9% | +1.9% |
| 6M | +4.2% | +49.9% | -45.7% | -5.2% |
| YTD | -2.5% | +34.8% | -37.4% | -9.7% |
| 1Y | +5.6% | +30.8% | -25.3% | -1.5% |
| 3Y | +96.8% | +137.4% | -40.7% | +54.6% |
| 5Y | +90.0% | +403.3% | -313.3% | +18.0% |
| 10Y | +444.3% | +731.9% | -287.6% | +177.4% |
| All | +1,594.6% | +1,285.4% | +309.2% | +517.4% |
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