+44.6%
OXY vs MCK
+27.9%
+16.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -10.6% | +9.3% | -19.8% | -10.5% |
| 30D | -3.4% | +16.3% | -19.7% | -3.5% |
| 3M | +5.2% | +22.3% | -17.1% | +5.0% |
| 6M | -4.1% | +34.1% | -38.3% | -4.5% |
| YTD | +39.0% | +31.1% | +7.9% | +39.8% |
| 1Y | +44.6% | +27.5% | +17.1% | +45.4% |
| All | +44.6% | +27.9% | +16.7% | +45.4% |
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