+298.4%
WMB vs MCK
+442.8%
-144.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.0% | -2.9% | +1.9% | -0.3% |
| 30D | -0.4% | +0.4% | -0.9% | -0.6% |
| 3M | +3.2% | +12.1% | -8.9% | -0.2% |
| 6M | +0.1% | -5.4% | +5.5% | +1.0% |
| YTD | +23.9% | +7.8% | +16.1% | +20.1% |
| 1Y | +27.6% | +22.9% | +4.7% | +18.9% |
| 3Y | +141.9% | +110.7% | +31.2% | +89.1% |
| 5Y | +273.8% | +346.2% | -72.4% | +128.9% |
| All | +298.4% | +442.8% | -144.4% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling