+1,311.3%
MU vs MCK
+112.2%
+1,199.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -5.3% |
| 7D | +2.0% | -4.4% | +6.4% | +0.6% |
| 30D | +12.5% | -2.2% | +14.8% | +12.0% |
| 3M | +9.6% | +11.6% | -2.0% | +14.3% |
| 6M | +142.6% | -4.9% | +147.6% | +153.4% |
| YTD | +242.7% | +7.7% | +234.9% | +261.2% |
| 1Y | +599.3% | +25.2% | +574.1% | +651.8% |
| All | +1,311.3% | +112.2% | +1,199.1% | +1,487.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling