+54.0%
UNP vs MCK
+345.1%
-291.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | -2.7% | +0.4% | -3.2% | -2.8% |
| 3M | +6.5% | +12.1% | -5.6% | +4.6% |
| 6M | +14.4% | -5.4% | +19.8% | +14.9% |
| YTD | +24.8% | +7.8% | +17.0% | +22.8% |
| 1Y | +34.4% | +22.9% | +11.5% | +29.4% |
| 3Y | +43.6% | +110.7% | -67.1% | +23.2% |
| All | +54.0% | +345.1% | -291.1% | -0.5% |
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