+295.2%
WBD vs MCK
+2,243.1%
-1,947.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | +1.4% | +0.4% | +1.0% | +1.2% |
| 3M | +4.4% | +12.1% | -7.7% | -0.3% |
| 6M | +0.8% | -5.4% | +6.3% | +1.9% |
| YTD | -2.7% | +7.8% | -10.5% | -7.1% |
| 1Y | +73.4% | +22.9% | +50.5% | +56.9% |
| 3Y | +142.1% | +110.7% | +31.4% | +74.1% |
| 5Y | +7.2% | +346.2% | -338.9% | -44.7% |
| 10Y | +14.2% | +440.1% | -425.9% | -49.6% |
| All | +295.2% | +2,243.1% | -1,947.8% | -14.2% |
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