+45.3%
MO vs MCK
+31.3%
+14.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | -0.1% |
| 7D | +6.9% | +11.3% | -4.5% | +4.4% |
| 30D | +14.9% | +16.8% | -1.9% | +11.2% |
| 3M | +16.4% | +28.9% | -12.5% | +10.2% |
| 6M | +9.6% | +32.7% | -23.1% | +3.1% |
| YTD | +41.8% | +30.8% | +11.1% | +33.5% |
| 1Y | +45.3% | +27.6% | +17.8% | +37.2% |
| All | +45.3% | +31.3% | +14.0% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling