+111.1%
AXP vs MCK
+114.8%
-3.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -2.5% | -3.6% | +1.1% | -2.4% |
| 30D | -5.0% | +1.4% | -6.5% | -5.1% |
| 3M | +1.4% | +13.8% | -12.5% | +1.1% |
| 6M | +6.0% | -5.2% | +11.2% | +6.1% |
| YTD | -12.3% | +9.0% | -21.3% | -12.4% |
| 1Y | +0.3% | +26.9% | -26.6% | +0.1% |
| All | +111.1% | +114.8% | -3.6% | +118.4% |
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