+159.3%
MP vs MCK
+138.1%
+21.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +4.3% |
| 7D | +9.5% | +4.0% | +5.5% | +10.9% |
| 30D | -3.0% | +12.9% | -15.9% | +1.2% |
| 3M | -30.4% | +28.9% | -59.2% | -24.4% |
| 6M | -39.2% | +49.9% | -89.1% | -30.1% |
| YTD | -23.3% | +34.8% | -58.1% | -12.8% |
| 1Y | -32.6% | +30.8% | -63.5% | -24.2% |
| 3Y | +159.3% | +137.4% | +21.8% | +318.1% |
| All | +159.3% | +138.1% | +21.1% | +318.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling