+5,731.6%
MU vs MCK
+442.8%
+5,288.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.1% | -2.9% | -1.1% | -3.5% |
| 30D | +7.0% | +0.4% | +6.6% | +6.8% |
| 3M | -2.1% | +12.1% | -14.2% | -5.4% |
| 6M | +133.1% | -5.4% | +138.5% | +134.3% |
| YTD | +241.9% | +7.8% | +234.1% | +229.8% |
| 1Y | +548.8% | +22.9% | +525.8% | +500.2% |
| 3Y | +1,308.2% | +110.7% | +1,197.5% | +954.7% |
| 5Y | +1,260.7% | +346.2% | +914.5% | +644.5% |
| All | +5,731.6% | +442.8% | +5,288.8% | +2,709.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling