+407.0%
AXP vs MCK
+753.3%
-346.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | -0.1% | +4.0% | -4.1% | -1.4% |
| 30D | +4.4% | +12.9% | -8.5% | +0.3% |
| 3M | -6.4% | +28.9% | -35.3% | -14.1% |
| 6M | +4.2% | +49.9% | -45.8% | -9.7% |
| YTD | -12.4% | +34.8% | -47.2% | -22.2% |
| 1Y | -11.1% | +30.8% | -41.9% | -20.2% |
| 3Y | +114.9% | +137.4% | -22.6% | +47.3% |
| 5Y | +87.4% | +403.3% | -315.9% | -11.0% |
| All | +407.0% | +753.3% | -346.3% | +85.7% |
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