+31.3%
NFLX vs MCK
+345.1%
-313.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -1.1% | -2.9% | +1.8% | -0.7% |
| 30D | +4.3% | +0.4% | +3.9% | +4.3% |
| 3M | -4.8% | +12.1% | -16.9% | -6.1% |
| 6M | -18.4% | -5.4% | -13.0% | -18.2% |
| YTD | -17.4% | +7.8% | -25.2% | -18.3% |
| 1Y | -35.7% | +22.9% | -58.6% | -37.4% |
| 3Y | +73.8% | +110.7% | -36.9% | +56.0% |
| All | +31.3% | +345.1% | -313.8% | -7.9% |
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 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