+469.4%
PWR vs MCK
+345.1%
+124.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | +4.2% | -2.9% | +7.1% | +4.4% |
| 30D | -4.0% | +0.4% | -4.5% | -4.1% |
| 3M | -4.8% | +12.1% | -16.9% | -6.1% |
| 6M | +14.6% | -5.4% | +20.1% | +15.9% |
| YTD | +54.2% | +7.8% | +46.5% | +53.0% |
| 1Y | +67.1% | +22.9% | +44.2% | +62.9% |
| 3Y | +218.5% | +110.7% | +107.7% | +172.1% |
| All | +469.4% | +345.1% | +124.3% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling