+322.4%
NET vs MCK
+139.5%
+182.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.6% | -1.9% |
| 7D | -16.4% | +11.3% | -27.7% | -15.4% |
| 30D | -25.8% | +16.8% | -42.7% | -24.8% |
| 3M | -11.5% | +28.9% | -40.5% | -9.6% |
| 6M | +18.9% | +32.7% | -13.7% | +21.7% |
| YTD | +35.2% | +30.8% | +4.5% | +38.3% |
| 1Y | +14.5% | +27.6% | -13.1% | +16.8% |
| All | +322.4% | +139.5% | +182.9% | +466.9% |
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 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