+22.0%
USB vs MCK
+390.4%
-368.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | 0.0% | +6.7% | -6.7% | -0.6% |
| 30D | +5.8% | +16.5% | -10.7% | +4.3% |
| 3M | -6.0% | +21.9% | -27.8% | -7.7% |
| 6M | +7.8% | +43.0% | -35.2% | +4.2% |
| YTD | +14.6% | +29.7% | -15.1% | +11.4% |
| 1Y | +31.8% | +24.0% | +7.7% | +28.7% |
| 3Y | +91.5% | +133.7% | -42.2% | +66.7% |
| All | +22.0% | +390.4% | -368.4% | -32.9% |
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