+5,514.8%
AXP vs MCK
+7,026.6%
-1,511.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.6% |
| 7D | -2.1% | +1.7% | -3.9% | -2.7% |
| 30D | -6.5% | +3.6% | -10.2% | -7.7% |
| 3M | +4.6% | +20.1% | -15.4% | -1.9% |
| 6M | +5.4% | -7.0% | +12.4% | +7.0% |
| YTD | -11.1% | +11.0% | -22.1% | -15.5% |
| 1Y | -0.3% | +31.8% | -32.1% | -10.6% |
| 3Y | +111.6% | +123.1% | -11.6% | +54.9% |
| 5Y | +117.6% | +351.7% | -234.1% | +23.8% |
| 10Y | +474.1% | +435.4% | +38.7% | +194.1% |
| All | +5,514.8% | +7,026.6% | -1,511.8% | +1,317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling