+2,242.7%
MRK vs MCK
+6,818.8%
-4,576.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -4.3% | -2.9% | -1.3% | -3.5% |
| 30D | +8.3% | +0.4% | +7.9% | +8.1% |
| 3M | +20.0% | +12.1% | +7.9% | +16.2% |
| 6M | +25.7% | -5.4% | +31.1% | +27.0% |
| YTD | +38.7% | +7.8% | +31.0% | +34.9% |
| 1Y | +74.7% | +22.9% | +51.7% | +63.8% |
| 3Y | +45.4% | +110.7% | -65.4% | +16.4% |
| 5Y | +129.0% | +346.2% | -217.1% | +49.2% |
| 10Y | +228.0% | +440.1% | -212.1% | +93.9% |
| All | +2,242.7% | +6,818.8% | -4,576.0% | +520.4% |
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 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