-66.5%
U vs MCK
+345.1%
-411.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -2.9% | +8.4% | +4.8% |
| 30D | -1.3% | +0.4% | -1.7% | -1.1% |
| 3M | +64.6% | +12.1% | +52.5% | +69.5% |
| 6M | +119.4% | -5.4% | +124.8% | +117.8% |
| YTD | -0.5% | +7.8% | -8.3% | +2.7% |
| 1Y | +1.3% | +22.9% | -21.7% | +7.9% |
| 3Y | +15.6% | +110.7% | -95.1% | +38.3% |
| All | -66.5% | +345.1% | -411.6% | -61.5% |
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