+103.2%
USB vs MCK
+121.9%
-18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +1.5% |
| 30D | -1.3% | +3.6% | -4.9% | -1.2% |
| 3M | +15.2% | +20.1% | -4.8% | +16.2% |
| 6M | +18.8% | -7.0% | +25.9% | +17.9% |
| YTD | +21.0% | +11.0% | +10.0% | +21.8% |
| 1Y | +34.0% | +31.8% | +2.2% | +37.3% |
| All | +103.2% | +121.9% | -18.7% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling