-68.1%
XYZ vs MCK
+342.6%
-410.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -5.2% | -4.4% | -0.8% | -5.2% |
| 30D | 0.0% | -2.2% | +2.2% | 0.0% |
| 3M | +18.7% | +11.6% | +7.1% | +18.9% |
| 6M | +20.5% | -4.9% | +25.5% | +20.9% |
| YTD | +21.5% | +7.7% | +13.8% | +22.0% |
| 1Y | +7.2% | +25.2% | -18.0% | +7.1% |
| 3Y | +49.0% | +112.1% | -63.2% | +36.2% |
| 5Y | -68.1% | +345.8% | -413.9% | -75.9% |
| All | -68.1% | +342.6% | -410.7% | -75.9% |
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