+179.4%
AMAT vs MCK
+26.1%
+153.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.5% |
| 7D | +4.2% | -4.4% | +8.5% | +2.9% |
| 30D | -13.5% | -2.2% | -11.3% | -13.9% |
| 3M | -8.6% | +11.6% | -20.1% | -5.8% |
| 6M | +31.6% | -4.9% | +36.5% | +41.0% |
| YTD | +77.3% | +7.7% | +69.6% | +87.7% |
| 1Y | +179.4% | +25.2% | +154.1% | +197.1% |
| All | +179.4% | +26.1% | +153.2% | +197.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling