+797.4%
PM vs MCK
+1,867.4%
-1,070.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +1.9% | -4.4% | +6.3% | +3.2% |
| 30D | +1.9% | -2.2% | +4.1% | +2.4% |
| 3M | +4.6% | +11.6% | -7.0% | +1.2% |
| 6M | +11.7% | -4.9% | +16.6% | +12.8% |
| YTD | +20.4% | +7.7% | +12.6% | +16.8% |
| 1Y | +19.0% | +25.2% | -6.3% | +10.3% |
| 3Y | +130.4% | +112.1% | +18.2% | +80.3% |
| 5Y | +131.5% | +345.8% | -214.4% | +42.9% |
| 10Y | +218.7% | +439.7% | -221.1% | +75.6% |
| All | +797.4% | +1,867.4% | -1,070.0% | +193.3% |
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