-64.8%
AAL vs MCK
+442.8%
-507.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -2.9% | +2.0% | -0.1% |
| 30D | -12.9% | +0.4% | -13.3% | -13.0% |
| 3M | -11.2% | +12.1% | -23.3% | -14.4% |
| 6M | +17.8% | -5.4% | +23.3% | +19.0% |
| YTD | -15.1% | +7.8% | -22.9% | -18.0% |
| 1Y | +0.5% | +22.9% | -22.5% | -7.3% |
| 3Y | -7.7% | +110.7% | -118.4% | -33.3% |
| 5Y | -31.3% | +346.2% | -377.5% | -64.7% |
| All | -64.8% | +442.8% | -507.6% | -83.4% |
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 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