+361.0%
ORLY vs MCK
+442.8%
-81.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.4% | -2.9% | +0.6% | -1.6% |
| 30D | -6.8% | +0.4% | -7.2% | -6.9% |
| 3M | -4.8% | +12.1% | -16.9% | -7.6% |
| 6M | -9.1% | -5.4% | -3.6% | -8.2% |
| YTD | -5.9% | +7.8% | -13.7% | -8.9% |
| 1Y | -20.4% | +22.9% | -43.4% | -25.8% |
| 3Y | +36.6% | +110.7% | -74.1% | +8.4% |
| 5Y | +117.3% | +346.2% | -228.9% | +39.8% |
| All | +361.0% | +442.8% | -81.8% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling