+362.4%
PCAR vs MCK
+442.8%
-80.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -6.4% | +0.4% | -6.8% | -6.5% |
| 3M | +4.7% | +12.1% | -7.4% | +1.4% |
| 6M | +4.5% | -5.4% | +9.9% | +5.5% |
| YTD | +13.0% | +7.8% | +5.2% | +9.8% |
| 1Y | +23.6% | +22.9% | +0.6% | +15.8% |
| 3Y | +60.7% | +110.7% | -50.0% | +26.4% |
| 5Y | +164.5% | +346.2% | -181.7% | +63.2% |
| All | +362.4% | +442.8% | -80.4% | +152.8% |
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