+1,131.4%
MPC vs MCK
+442.8%
+688.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.8% | -2.9% | +4.7% | +2.9% |
| 30D | +14.0% | +0.4% | +13.6% | +13.6% |
| 3M | +52.2% | +12.1% | +40.1% | +44.9% |
| 6M | +75.8% | -5.4% | +81.2% | +77.9% |
| YTD | +146.3% | +7.8% | +138.5% | +134.6% |
| 1Y | +120.8% | +22.9% | +97.9% | +98.4% |
| 3Y | +172.6% | +110.7% | +61.9% | +85.9% |
| 5Y | +678.2% | +346.2% | +332.1% | +263.1% |
| All | +1,131.4% | +442.8% | +688.6% | +426.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling