+60.5%
PCAR vs MCK
+112.2%
-51.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -1.6% | -4.4% | +2.8% | -1.4% |
| 30D | -7.3% | -2.2% | -5.1% | -7.2% |
| 3M | +7.8% | +11.6% | -3.7% | +7.4% |
| 6M | +3.6% | -4.9% | +8.5% | +4.0% |
| YTD | +12.9% | +7.7% | +5.2% | +12.9% |
| 1Y | +27.3% | +25.2% | +2.1% | +26.8% |
| All | +60.5% | +112.2% | -51.6% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling