+3.7%
U vs MCK
+32.0%
-28.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.3% |
| 7D | -3.8% | +1.7% | -5.6% | -3.4% |
| 30D | +17.5% | +3.6% | +13.8% | +18.6% |
| 3M | +38.7% | +20.1% | +18.6% | +45.2% |
| 6M | +104.4% | -7.0% | +111.4% | +101.7% |
| YTD | -5.7% | +11.0% | -16.7% | -1.2% |
| 1Y | +3.7% | +31.8% | -28.2% | +9.4% |
| All | +3.7% | +32.0% | -28.3% | +9.4% |
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 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