+1,321.9%
AMAT vs MCK
+753.3%
+568.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.4% |
| 7D | +11.4% | +4.0% | +7.4% | +10.2% |
| 30D | -17.0% | +12.9% | -30.0% | -19.9% |
| 3M | -30.6% | +28.9% | -59.5% | -35.7% |
| 6M | -14.9% | +49.9% | -64.9% | -25.9% |
| YTD | +44.7% | +34.8% | +9.8% | +29.8% |
| 1Y | +66.9% | +30.8% | +36.1% | +51.1% |
| 3Y | +153.3% | +137.4% | +15.8% | +76.1% |
| 5Y | +146.2% | +403.3% | -257.1% | +18.8% |
| All | +1,321.9% | +753.3% | +568.6% | +444.1% |
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