+2,616.6%
NKE vs MCK
+6,818.8%
-4,202.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -2.9% | -1.3% | -3.5% |
| 30D | -8.2% | +0.4% | -8.6% | -8.4% |
| 3M | -19.1% | +12.1% | -31.2% | -21.2% |
| 6M | -32.6% | -5.4% | -27.2% | -32.1% |
| YTD | -40.7% | +7.8% | -48.5% | -42.3% |
| 1Y | -48.9% | +22.9% | -71.8% | -51.7% |
| 3Y | -59.2% | +110.7% | -170.0% | -66.6% |
| 5Y | -75.3% | +346.2% | -421.5% | -83.2% |
| 10Y | -23.1% | +440.1% | -463.2% | -52.1% |
| All | +2,616.6% | +6,818.8% | -4,202.2% | +837.6% |
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