+1,724.0%
PEP vs MCK
+6,898.6%
-5,174.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.7% | -3.6% | +1.9% | -1.0% |
| 30D | +0.3% | +1.4% | -1.1% | 0.0% |
| 3M | -3.2% | +13.8% | -17.1% | -5.6% |
| 6M | -13.6% | -5.2% | -8.4% | -13.0% |
| YTD | -1.9% | +9.0% | -10.9% | -4.0% |
| 1Y | -0.6% | +26.9% | -27.5% | -5.5% |
| 3Y | -13.6% | +114.7% | -128.3% | -26.2% |
| 5Y | +3.2% | +347.1% | -343.9% | -23.4% |
| 10Y | +79.1% | +446.4% | -367.3% | +23.8% |
| All | +1,724.0% | +6,898.6% | -5,174.6% | +589.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling