-15.0%
MP vs MCK
+32.0%
-47.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.0% |
| 7D | -2.9% | +1.7% | -4.6% | -2.3% |
| 30D | +13.8% | +3.6% | +10.2% | +14.8% |
| 3M | -16.7% | +20.1% | -36.8% | -11.1% |
| 6M | -11.5% | -7.0% | -4.5% | -9.3% |
| YTD | +7.9% | +11.0% | -3.1% | +18.1% |
| 1Y | -15.0% | +31.8% | -46.9% | +9.3% |
| All | -15.0% | +32.0% | -47.0% | +9.3% |
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