+1,082.3%
APH vs MCK
+442.8%
+639.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -1.2% | +0.4% | -1.7% | -1.4% |
| 3M | +10.3% | +12.1% | -1.8% | +6.8% |
| 6M | +25.2% | -5.4% | +30.6% | +26.2% |
| YTD | +24.6% | +7.8% | +16.8% | +21.1% |
| 1Y | +41.4% | +22.9% | +18.5% | +32.6% |
| 3Y | +297.8% | +110.7% | +187.1% | +214.4% |
| 5Y | +366.0% | +346.2% | +19.8% | +188.2% |
| All | +1,082.3% | +442.8% | +639.5% | +556.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling