+81.3%
USB vs MCK
+753.3%
-672.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.1% |
| 7D | +2.6% | +4.0% | -1.4% | +1.3% |
| 30D | +8.4% | +12.9% | -4.5% | +4.3% |
| 3M | -5.5% | +28.9% | -34.4% | -13.0% |
| 6M | +17.7% | +49.9% | -32.2% | +2.9% |
| YTD | +17.6% | +34.8% | -17.3% | +5.1% |
| 1Y | +33.9% | +30.8% | +3.0% | +20.8% |
| 3Y | +103.8% | +137.4% | -33.6% | +41.6% |
| 5Y | +25.6% | +403.3% | -377.7% | -39.2% |
| All | +81.3% | +753.3% | -672.0% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling