+1,240.6%
PFE vs MCK
+6,898.6%
-5,658.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.3% | -3.6% | -0.7% | -3.4% |
| 30D | +2.7% | +1.4% | +1.2% | +2.2% |
| 3M | +10.0% | +13.8% | -3.8% | +6.1% |
| 6M | +7.2% | -5.2% | +12.3% | +8.1% |
| YTD | +17.3% | +9.0% | +8.3% | +13.4% |
| 1Y | +20.3% | +26.9% | -6.6% | +11.5% |
| 3Y | -1.6% | +114.7% | -116.4% | -22.2% |
| 5Y | -21.4% | +347.1% | -368.5% | -49.5% |
| 10Y | +35.2% | +446.4% | -411.1% | -21.8% |
| All | +1,240.6% | +6,898.6% | -5,658.0% | +236.0% |
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