+150.9%
MP vs MCK
+114.8%
+36.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.8% |
| 7D | -0.7% | -3.6% | +2.8% | -1.9% |
| 30D | -0.7% | +1.4% | -2.1% | -0.3% |
| 3M | 0.0% | +13.8% | -13.8% | +5.4% |
| 6M | -10.0% | -5.2% | -4.8% | -9.6% |
| YTD | +7.5% | +9.0% | -1.5% | +14.3% |
| 1Y | -14.0% | +26.9% | -40.9% | -2.6% |
| All | +150.9% | +114.8% | +36.2% | +344.9% |
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