-0.5%
MS vs MCK
+51.9%
-52.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.0% |
| 7D | +5.1% | +4.0% | +1.1% | +5.4% |
| 30D | +5.7% | +12.9% | -7.3% | +6.9% |
| 3M | -12.2% | +28.9% | -41.0% | -9.3% |
| 6M | -0.5% | +49.9% | -50.4% | +8.0% |
| All | -0.5% | +51.9% | -52.4% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling