+129.8%
PM vs MCK
+112.3%
+17.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +4.7% | -2.9% | +7.6% | +5.2% |
| 30D | +2.6% | +0.4% | +2.2% | +2.5% |
| 3M | +6.6% | +12.1% | -5.5% | +4.5% |
| 6M | +16.5% | -5.4% | +21.9% | +17.0% |
| YTD | +21.2% | +7.8% | +13.4% | +19.4% |
| 1Y | +17.9% | +22.9% | -5.0% | +14.1% |
| 3Y | +129.8% | +110.7% | +19.1% | +119.1% |
| All | +129.8% | +112.3% | +17.5% | +119.1% |
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