+24.0%
NET vs MCK
+391.0%
-367.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.5% | -8.3% |
| 7D | -21.2% | +9.3% | -30.5% | -20.9% |
| 30D | -31.1% | +16.3% | -47.4% | -30.7% |
| 3M | -16.5% | +22.3% | -38.9% | -15.9% |
| 6M | 0.0% | +34.1% | -34.1% | +0.9% |
| YTD | +24.0% | +31.1% | -7.1% | +24.9% |
| 1Y | +7.0% | +27.5% | -20.5% | +7.8% |
| 3Y | +279.6% | +139.9% | +139.6% | +283.2% |
| 5Y | +24.0% | +396.2% | -372.2% | +2.2% |
| All | +24.0% | +391.0% | -367.1% | +2.2% |
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 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