+108.0%
USB vs MCK
+428.8%
-320.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +2.1% | -1.9% | +4.0% | +2.7% |
| 30D | -2.3% | +2.4% | -4.6% | -3.0% |
| 3M | +13.9% | +16.1% | -2.2% | +8.5% |
| 6M | +21.6% | -3.1% | +24.7% | +22.0% |
| YTD | +19.3% | +8.7% | +10.6% | +14.7% |
| 1Y | +33.6% | +28.1% | +5.5% | +21.3% |
| 3Y | +97.7% | +114.1% | -16.4% | +44.2% |
| 5Y | +40.4% | +342.5% | -302.1% | -25.1% |
| All | +108.0% | +428.8% | -320.8% | -4.1% |
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