+210.9%
PM vs MCK
+442.8%
-231.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +4.7% | -2.9% | +7.6% | +5.4% |
| 30D | +2.6% | +0.4% | +2.2% | +2.4% |
| 3M | +6.6% | +12.1% | -5.5% | +3.4% |
| 6M | +16.5% | -5.4% | +21.9% | +17.7% |
| YTD | +21.2% | +7.8% | +13.4% | +18.0% |
| 1Y | +17.9% | +22.9% | -5.0% | +10.8% |
| 3Y | +129.8% | +110.7% | +19.1% | +84.9% |
| 5Y | +133.0% | +346.2% | -213.1% | +50.0% |
| All | +210.9% | +442.8% | -231.9% | +83.2% |
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