+1,381.0%
NET vs MCK
+665.9%
+715.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.6% | -3.3% |
| 7D | -16.4% | +11.3% | -27.7% | -17.4% |
| 30D | -25.8% | +16.8% | -42.7% | -27.2% |
| 3M | -11.5% | +28.9% | -40.5% | -14.3% |
| 6M | +18.9% | +32.7% | -13.7% | +14.5% |
| YTD | +35.2% | +30.8% | +4.5% | +29.9% |
| 1Y | +14.5% | +27.6% | -13.1% | +10.3% |
| 3Y | +313.8% | +139.4% | +174.5% | +251.5% |
| 5Y | +32.6% | +391.9% | -359.3% | -8.5% |
| All | +1,381.0% | +665.9% | +715.1% | +717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling