+41.5%
NU vs MCK
+296.5%
-255.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -4.9% | -2.9% | -2.0% | -4.8% |
| 30D | +7.8% | +0.4% | +7.4% | +7.8% |
| 3M | +20.9% | +12.1% | +8.8% | +20.7% |
| 6M | +0.9% | -5.4% | +6.3% | +1.1% |
| YTD | -12.7% | +7.8% | -20.5% | -12.8% |
| 1Y | -6.4% | +22.9% | -29.4% | -6.9% |
| 3Y | +98.1% | +110.7% | -12.6% | +83.9% |
| All | +41.5% | +296.5% | -255.0% | -9.1% |
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