+601.0%
MPC vs MCK
+403.3%
+197.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | +11.2% | +4.0% | +7.3% | +10.6% |
| 30D | -14.5% | +12.9% | -27.4% | -16.2% |
| 3M | +16.7% | +28.9% | -12.2% | +11.7% |
| 6M | +67.6% | +49.9% | +17.6% | +55.7% |
| YTD | +157.9% | +34.8% | +123.1% | +143.2% |
| 1Y | +116.7% | +30.8% | +85.8% | +105.6% |
| 3Y | +199.8% | +137.4% | +62.3% | +134.2% |
| All | +601.0% | +403.3% | +197.7% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling