+46.8%
PYPL vs MCK
+331.0%
-284.1%
-87.3%
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% | +2.4% |
| 7D | -5.9% | -4.4% | -1.5% | -5.1% |
| 30D | -9.4% | -2.2% | -7.2% | -9.1% |
| 3M | +31.3% | +11.6% | +19.7% | +28.3% |
| 6M | +19.1% | -4.9% | +24.0% | +19.9% |
| YTD | -7.9% | +7.7% | -15.6% | -10.0% |
| 1Y | -17.9% | +25.2% | -43.1% | -22.4% |
| 3Y | -11.6% | +112.1% | -123.7% | -27.4% |
| 5Y | -81.0% | +345.8% | -426.9% | -87.6% |
| 10Y | +41.8% | +439.7% | -397.9% | -18.6% |
| All | +46.8% | +331.0% | -284.1% | -2.6% |
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