+8,591.8%
MO vs MCK
+6,818.8%
+1,773.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -2.9% | +3.1% | +0.7% |
| 30D | +7.1% | +0.4% | +6.7% | +7.0% |
| 3M | -2.0% | +12.1% | -14.1% | -4.1% |
| 6M | +7.3% | -5.4% | +12.7% | +8.2% |
| YTD | +23.5% | +7.8% | +15.7% | +21.2% |
| 1Y | +11.0% | +22.9% | -11.9% | +6.2% |
| 3Y | +95.0% | +110.7% | -15.7% | +67.6% |
| 5Y | +100.6% | +346.2% | -245.5% | +49.6% |
| 10Y | +114.5% | +440.1% | -325.6% | +49.7% |
| All | +8,591.8% | +6,818.8% | +1,773.0% | +2,953.4% |
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