+201.1%
WELL vs MCK
+345.1%
-144.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | +2.3% | +0.4% | +1.9% | +2.2% |
| 3M | +12.3% | +12.1% | +0.2% | +9.3% |
| 6M | +15.6% | -5.4% | +21.0% | +16.5% |
| YTD | +28.3% | +7.8% | +20.5% | +25.5% |
| 1Y | +41.9% | +22.9% | +19.0% | +35.1% |
| 3Y | +198.3% | +110.7% | +87.6% | +155.4% |
| All | +201.1% | +345.1% | -144.0% | +113.4% |
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