+285.6%
APH vs MCK
+114.8%
+170.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.6% | -3.6% | +5.2% | +1.5% |
| 30D | -3.0% | +1.4% | -4.4% | -3.0% |
| 3M | +5.7% | +13.8% | -8.1% | +6.0% |
| 6M | +20.0% | -5.2% | +25.1% | +20.7% |
| YTD | +20.8% | +9.0% | +11.8% | +21.3% |
| 1Y | +40.2% | +26.9% | +13.4% | +41.3% |
| All | +285.6% | +114.8% | +170.8% | +302.8% |
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 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