+3,782.8%
USB vs MCK
+8,226.3%
-4,443.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | 0.0% | +6.7% | -6.7% | -1.7% |
| 30D | +5.8% | +16.5% | -10.7% | +1.6% |
| 3M | -6.0% | +21.9% | -27.8% | -10.9% |
| 6M | +7.8% | +43.0% | -35.2% | -2.4% |
| YTD | +14.6% | +29.7% | -15.1% | +5.6% |
| 1Y | +31.8% | +24.0% | +7.7% | +22.8% |
| 3Y | +91.5% | +133.7% | -42.2% | +46.7% |
| 5Y | +22.0% | +391.0% | -369.0% | -24.8% |
| 10Y | +96.1% | +775.4% | -679.3% | +1.2% |
| All | +3,782.8% | +8,226.3% | -4,443.5% | +1,214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling