+227.2%
AMAT vs MCK
+114.8%
+112.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +6.9% | -3.6% | +10.5% | +6.4% |
| 30D | -10.1% | +1.4% | -11.6% | -9.8% |
| 3M | -6.0% | +13.8% | -19.8% | -4.3% |
| 6M | +38.6% | -5.2% | +43.8% | +42.8% |
| YTD | +83.1% | +9.0% | +74.1% | +88.1% |
| 1Y | +188.3% | +26.9% | +161.5% | +197.6% |
| All | +227.2% | +114.8% | +112.4% | +229.1% |
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 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