+15.6%
U vs MCK
+112.3%
-96.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -2.9% | +8.4% | +4.6% |
| 30D | -1.3% | +0.4% | -1.7% | -1.0% |
| 3M | +64.6% | +12.1% | +52.5% | +71.3% |
| 6M | +119.4% | -5.4% | +124.8% | +116.7% |
| YTD | -0.5% | +7.8% | -8.3% | +4.0% |
| 1Y | +1.3% | +22.9% | -21.7% | +11.2% |
| 3Y | +15.6% | +110.7% | -95.1% | +96.2% |
| All | +15.6% | +112.3% | -96.7% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling