+20,210.9%
AMAT vs MCK
+7,026.6%
+13,184.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -14.8% | +3.6% | -18.4% | -15.8% |
| 3M | -9.3% | +20.1% | -29.4% | -14.8% |
| 6M | +27.4% | -7.0% | +34.4% | +28.0% |
| YTD | +77.6% | +11.0% | +66.5% | +69.3% |
| 1Y | +188.9% | +31.8% | +157.1% | +161.8% |
| 3Y | +202.3% | +123.1% | +79.1% | +130.2% |
| 5Y | +248.9% | +351.7% | -102.8% | +113.9% |
| 10Y | +1,585.2% | +435.4% | +1,149.8% | +845.2% |
| All | +20,210.9% | +7,026.6% | +13,184.3% | +5,344.2% |
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