+38.2%
QCOM vs MCK
+342.6%
-304.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.1% |
| 7D | +4.9% | -4.4% | +9.3% | +4.5% |
| 30D | +9.3% | -2.2% | +11.5% | +9.1% |
| 3M | -7.0% | +11.6% | -18.5% | -5.7% |
| 6M | +32.0% | -4.9% | +37.0% | +33.9% |
| YTD | +5.0% | +7.7% | -2.7% | +6.8% |
| 1Y | +13.6% | +25.2% | -11.6% | +14.5% |
| 3Y | +77.6% | +112.1% | -34.6% | +69.3% |
| 5Y | +38.2% | +345.8% | -307.6% | +6.7% |
| All | +38.2% | +342.6% | -304.4% | +6.7% |
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