+4,516.0%
MS vs MCK
+8,555.7%
-4,039.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | +5.1% | +4.0% | +1.1% | +3.4% |
| 30D | +5.7% | +12.9% | -7.3% | +0.3% |
| 3M | -12.2% | +28.9% | -41.0% | -21.4% |
| 6M | -0.5% | +49.9% | -50.4% | -17.2% |
| YTD | +9.8% | +34.8% | -25.0% | -5.8% |
| 1Y | +17.7% | +30.8% | -13.1% | +2.1% |
| 3Y | +176.8% | +137.4% | +39.4% | +78.2% |
| 5Y | +123.7% | +403.3% | -279.6% | +0.8% |
| 10Y | +556.3% | +731.9% | -175.6% | +124.9% |
| All | +4,516.0% | +8,555.7% | -4,039.7% | +519.3% |
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