+123.4%
ADI vs MCK
+112.3%
+11.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +4.6% | -2.9% | +7.5% | +4.3% |
| 30D | -1.2% | +0.4% | -1.6% | -1.1% |
| 3M | -7.8% | +12.1% | -19.9% | -6.7% |
| 6M | +19.3% | -5.4% | +24.8% | +20.8% |
| YTD | +40.9% | +7.8% | +33.1% | +43.4% |
| 1Y | +54.5% | +22.9% | +31.5% | +58.0% |
| 3Y | +123.4% | +110.7% | +12.7% | +147.0% |
| All | +123.4% | +112.3% | +11.1% | +147.0% |
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 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