+73.9%
MSFT vs MCK
+345.1%
-271.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -0.8% | -2.9% | +2.1% | -0.6% |
| 30D | +0.8% | +0.4% | +0.4% | +0.8% |
| 3M | +27.2% | +12.1% | +15.1% | +25.7% |
| 6M | +22.9% | -5.4% | +28.4% | +23.4% |
| YTD | +3.1% | +7.8% | -4.7% | +1.9% |
| 1Y | -0.3% | +22.9% | -23.2% | -3.6% |
| 3Y | +50.1% | +110.7% | -60.6% | +26.4% |
| All | +73.9% | +345.1% | -271.2% | +13.3% |
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 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