-32.7%
NKE vs MCK
+27.6%
-60.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.0% | -1.8% | +4.6% |
| 7D | +9.0% | +11.3% | -2.3% | +8.1% |
| 30D | +19.2% | +16.8% | +2.4% | +18.1% |
| 3M | -1.5% | +28.9% | -30.4% | -2.6% |
| 6M | -4.2% | +32.7% | -36.9% | -5.4% |
| YTD | -34.8% | +30.8% | -65.5% | -35.1% |
| All | -32.7% | +27.6% | -60.2% | -33.3% |
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