+33.9%
USB vs MCK
+32.3%
+1.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.7% |
| 7D | +2.6% | +4.0% | -1.4% | +2.3% |
| 30D | +8.4% | +12.9% | -4.5% | +7.5% |
| 3M | -5.5% | +28.9% | -34.4% | -6.8% |
| 6M | +17.7% | +49.9% | -32.2% | +15.5% |
| YTD | +17.6% | +34.8% | -17.3% | +16.1% |
| 1Y | +33.9% | +30.8% | +3.0% | +32.6% |
| All | +33.9% | +32.3% | +1.6% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling