-26.3%
APH vs MCK
+32.0%
-58.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.7% | -50.5% | -47.4% |
| 7D | -48.7% | +2.1% | -50.8% | -48.3% |
| 30D | -51.9% | +3.6% | -55.6% | -51.6% |
| 3M | -43.6% | +20.1% | -63.6% | -43.5% |
| 6M | -37.5% | -7.0% | -30.5% | -35.5% |
| YTD | -38.6% | +11.0% | -49.7% | -37.9% |
| 1Y | -26.3% | +31.8% | -58.2% | -27.8% |
| All | -26.3% | +32.0% | -58.3% | -27.8% |
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