+218.5%
PWR vs MCK
+112.3%
+106.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.2% |
| 7D | +4.2% | -2.9% | +7.1% | +4.0% |
| 30D | -4.0% | +0.4% | -4.5% | -4.0% |
| 3M | -4.8% | +12.1% | -16.9% | -4.3% |
| 6M | +14.6% | -5.4% | +20.1% | +16.1% |
| YTD | +54.2% | +7.8% | +46.5% | +56.0% |
| 1Y | +67.1% | +22.9% | +44.2% | +70.4% |
| 3Y | +218.5% | +110.7% | +107.7% | +256.1% |
| All | +218.5% | +112.3% | +106.1% | +256.1% |
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