+1,616.4%
AMAT vs MCK
+442.8%
+1,173.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +0.4% | -2.9% | +3.3% | +1.1% |
| 30D | -16.6% | +0.4% | -17.1% | -16.9% |
| 3M | -17.3% | +12.1% | -29.4% | -20.8% |
| 6M | +30.3% | -5.4% | +35.8% | +30.9% |
| YTD | +78.3% | +7.8% | +70.5% | +71.3% |
| 1Y | +169.8% | +22.9% | +146.8% | +147.6% |
| 3Y | +218.5% | +110.7% | +107.8% | +133.9% |
| 5Y | +247.7% | +346.2% | -98.5% | +85.1% |
| All | +1,616.4% | +442.8% | +1,173.6% | +694.5% |
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 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