+512.9%
XYZ vs MCK
+414.9%
+98.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.3% |
| 30D | +1.4% | +2.4% | -1.0% | +0.8% |
| 3M | +14.6% | +16.1% | -1.5% | +10.7% |
| 6M | +20.8% | -3.1% | +23.8% | +21.0% |
| YTD | +23.1% | +8.7% | +14.3% | +19.5% |
| 1Y | +5.6% | +28.1% | -22.4% | -1.7% |
| 3Y | +50.9% | +114.1% | -63.2% | +18.6% |
| 5Y | -68.6% | +342.5% | -411.1% | -80.6% |
| 10Y | +580.0% | +424.1% | +155.8% | +261.0% |
| All | +512.9% | +414.9% | +98.0% | +213.0% |
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