+32.4%
PWR vs MCK
+31.3%
+1.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +7.0% | -18.6% | -10.3% |
| 7D | -4.4% | +11.3% | -15.7% | -2.5% |
| 30D | -15.1% | +16.8% | -31.9% | -13.0% |
| 3M | -16.2% | +28.9% | -45.2% | -13.5% |
| 6M | -23.3% | +32.7% | -56.0% | -20.7% |
| YTD | +37.6% | +30.8% | +6.8% | +44.3% |
| 1Y | +32.4% | +27.6% | +4.8% | +38.8% |
| All | +32.4% | +31.3% | +1.1% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling