+40.1%
PYPL vs MCK
+442.8%
-402.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -2.9% | +0.7% | -1.7% |
| 30D | -9.0% | +0.4% | -9.5% | -9.1% |
| 3M | +30.6% | +12.1% | +18.5% | +27.7% |
| 6M | +18.6% | -5.4% | +24.0% | +19.4% |
| YTD | -7.2% | +7.8% | -15.0% | -9.2% |
| 1Y | -19.3% | +22.9% | -42.2% | -23.2% |
| 3Y | -12.3% | +110.7% | -123.0% | -27.2% |
| 5Y | -80.9% | +346.2% | -427.1% | -87.4% |
| All | +40.1% | +442.8% | -402.7% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling