-49.5%
ORCL vs MCK
+31.3%
-80.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.0% | -8.9% | +1.3% |
| 7D | -14.4% | +11.3% | -25.7% | -9.8% |
| 30D | -12.8% | +16.8% | -29.7% | -5.9% |
| 3M | -14.8% | +28.9% | -43.7% | -3.5% |
| 6M | -30.9% | +32.7% | -63.5% | -19.4% |
| YTD | -35.7% | +30.8% | -66.4% | -23.8% |
| 1Y | -49.5% | +27.6% | -77.0% | -41.3% |
| All | -49.5% | +31.3% | -80.8% | -41.3% |
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