+15.0%
QCOM vs MCK
+25.1%
-10.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +7.8% | -2.9% | +10.8% | +6.5% |
| 30D | +12.2% | +0.4% | +11.8% | +12.5% |
| 3M | -9.9% | +12.1% | -22.0% | -3.8% |
| 6M | +36.9% | -5.4% | +42.4% | +42.2% |
| YTD | +8.0% | +7.8% | +0.3% | +17.9% |
| 1Y | +15.0% | +22.9% | -7.9% | +24.1% |
| All | +15.0% | +25.1% | -10.1% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling