+394.8%
AMD vs MCK
+114.8%
+280.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.1% |
| 7D | +14.0% | -3.6% | +17.6% | +12.8% |
| 30D | +11.0% | +1.4% | +9.5% | +11.5% |
| 3M | +9.6% | +13.8% | -4.2% | +14.7% |
| 6M | +157.1% | -5.2% | +162.3% | +167.9% |
| YTD | +143.3% | +9.0% | +134.3% | +156.4% |
| 1Y | +234.4% | +26.9% | +207.5% | +256.0% |
| All | +394.8% | +114.8% | +280.0% | +424.2% |
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 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