+265.1%
MU vs MCK
+31.3%
+233.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.0% | -14.0% | -2.9% |
| 7D | -19.1% | +11.3% | -30.5% | -13.5% |
| 30D | -25.2% | +16.8% | -42.1% | -17.8% |
| 3M | -10.9% | +28.9% | -39.8% | +3.6% |
| 6M | +38.0% | +32.7% | +5.3% | +69.9% |
| YTD | +178.8% | +30.8% | +148.1% | +248.8% |
| 1Y | +265.1% | +27.6% | +237.6% | +358.9% |
| All | +265.1% | +31.3% | +233.9% | +358.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling