+140.8%
MS vs MCK
+345.1%
-204.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | -1.5% | +0.4% | -1.9% | -1.6% |
| 3M | +1.4% | +12.1% | -10.7% | 0.0% |
| 6M | +34.7% | -5.4% | +40.1% | +35.8% |
| YTD | +22.7% | +7.8% | +15.0% | +21.4% |
| 1Y | +40.1% | +22.9% | +17.2% | +35.5% |
| 3Y | +181.4% | +110.7% | +70.7% | +136.0% |
| All | +140.8% | +345.1% | -204.3% | +40.7% |
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