+82.4%
ORCL vs MCK
+342.6%
-260.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.4% |
| 7D | -0.7% | -4.4% | +3.7% | -0.8% |
| 30D | +5.1% | -2.2% | +7.3% | +5.1% |
| 3M | -23.7% | +11.6% | -35.3% | -24.0% |
| 6M | +3.1% | -4.9% | +8.0% | +4.3% |
| YTD | -20.8% | +7.7% | -28.5% | -21.1% |
| 1Y | -52.9% | +25.2% | -78.1% | -54.6% |
| 3Y | +25.4% | +112.1% | -86.7% | +2.1% |
| 5Y | +82.4% | +345.8% | -263.4% | +7.3% |
| All | +82.4% | +342.6% | -260.2% | +7.3% |
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 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