+122.9%
MS vs MCK
+403.3%
-280.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | +5.1% | +4.0% | +1.1% | +4.7% |
| 30D | +5.7% | +12.9% | -7.3% | +4.5% |
| 3M | -12.2% | +28.9% | -41.0% | -14.2% |
| 6M | -0.5% | +49.9% | -50.4% | -4.6% |
| YTD | +9.8% | +34.8% | -25.0% | +6.6% |
| 1Y | +17.7% | +30.8% | -13.1% | +14.7% |
| 3Y | +176.8% | +137.4% | +39.4% | +137.6% |
| All | +122.9% | +403.3% | -280.4% | +28.4% |
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