-7.7%
AAL vs MCK
+112.3%
-120.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -2.9% | +2.0% | -1.5% |
| 30D | -12.9% | +0.4% | -13.3% | -12.8% |
| 3M | -11.2% | +12.1% | -23.3% | -8.9% |
| 6M | +17.8% | -5.4% | +23.3% | +17.1% |
| YTD | -15.1% | +7.8% | -22.9% | -12.6% |
| 1Y | +0.5% | +22.9% | -22.5% | +7.5% |
| 3Y | -7.7% | +110.7% | -118.4% | +16.5% |
| All | -7.7% | +112.3% | -120.0% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling