-39.3%
NFLX vs MCK
+31.3%
-70.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.0% | -2.3% | +3.2% |
| 7D | +7.1% | +11.3% | -4.2% | +4.8% |
| 30D | -1.6% | +16.8% | -18.5% | -4.5% |
| 3M | -9.8% | +28.9% | -38.7% | -13.7% |
| 6M | -27.1% | +32.7% | -59.7% | -30.7% |
| YTD | -29.2% | +30.8% | -60.0% | -32.1% |
| 1Y | -39.3% | +27.6% | -66.8% | -41.4% |
| All | -39.3% | +31.3% | -70.5% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling