+96.2%
AGG vs MCK
+3,011.9%
-2,915.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | -2.9% | +1.9% | -1.1% |
| 30D | -1.1% | +0.4% | -1.6% | -1.1% |
| 3M | -1.9% | +12.1% | -14.0% | -1.8% |
| 6M | -1.7% | -5.4% | +3.7% | -1.7% |
| YTD | -1.3% | +7.8% | -9.1% | -1.2% |
| 1Y | -0.7% | +22.9% | -23.7% | -0.6% |
| 3Y | +12.5% | +110.7% | -98.3% | +13.3% |
| 5Y | -2.5% | +346.2% | -348.7% | -1.0% |
| 10Y | +14.2% | +440.1% | -425.9% | +16.6% |
| All | +96.2% | +3,011.9% | -2,915.7% | +99.2% |
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