+427.0%
MCK vs AA
+122.9%
+304.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | +0.4% | -5.8% | +6.2% | +0.9% |
| 3M | +12.1% | -29.9% | +42.0% | +15.2% |
| 6M | -5.4% | -27.0% | +21.6% | -3.7% |
| YTD | +7.8% | -8.7% | +16.5% | +7.3% |
| 1Y | +22.9% | +50.6% | -27.7% | +16.4% |
| 3Y | +110.7% | +74.1% | +36.7% | +89.0% |
| 5Y | +346.2% | +2.6% | +343.6% | +307.1% |
| All | +427.0% | +122.9% | +304.2% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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