+1,720.5%
MMM vs MCK
+6,898.6%
-5,178.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -2.6% | -3.6% | +1.0% | -1.9% |
| 30D | -9.3% | +1.4% | -10.7% | -9.6% |
| 3M | +5.6% | +13.8% | -8.2% | +2.7% |
| 6M | +9.5% | -5.2% | +14.6% | +10.2% |
| YTD | +4.1% | +9.0% | -4.9% | +1.5% |
| 1Y | +9.4% | +26.9% | -17.5% | +3.3% |
| 3Y | +101.0% | +114.7% | -13.8% | +68.5% |
| 5Y | +26.1% | +347.1% | -321.0% | -9.7% |
| 10Y | +54.7% | +446.4% | -391.6% | +2.6% |
| All | +1,720.5% | +6,898.6% | -5,178.1% | +594.2% |
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