+282.9%
QCOM vs MCK
+442.8%
-159.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +7.8% | -2.9% | +10.8% | +8.3% |
| 30D | +12.2% | +0.4% | +11.8% | +12.0% |
| 3M | -9.9% | +12.1% | -22.0% | -12.0% |
| 6M | +36.9% | -5.4% | +42.4% | +37.8% |
| YTD | +8.0% | +7.8% | +0.3% | +5.1% |
| 1Y | +15.0% | +22.9% | -7.9% | +8.1% |
| 3Y | +75.8% | +110.7% | -34.9% | +40.8% |
| 5Y | +42.2% | +346.2% | -304.0% | -11.2% |
| All | +282.9% | +442.8% | -159.9% | +113.9% |
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