+3,174.0%
MPC vs MCK
+1,113.9%
+2,060.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +3.2% |
| 7D | +3.9% | -1.9% | +5.8% | +4.7% |
| 30D | +33.8% | +2.4% | +31.4% | +32.2% |
| 3M | +49.9% | +16.1% | +33.8% | +39.3% |
| 6M | +80.9% | -3.1% | +84.0% | +81.2% |
| YTD | +147.4% | +8.7% | +138.7% | +132.8% |
| 1Y | +123.2% | +28.1% | +95.1% | +93.7% |
| 3Y | +171.7% | +114.1% | +57.6% | +75.6% |
| 5Y | +678.6% | +342.5% | +336.0% | +236.9% |
| 10Y | +1,134.0% | +424.1% | +709.9% | +368.5% |
| All | +3,174.0% | +1,113.9% | +2,060.1% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling