+110.7%
MCK vs AA
+73.2%
+37.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -3.1% |
| 30D | +0.4% | -5.8% | +6.2% | +0.1% |
| 3M | +12.1% | -29.9% | +42.0% | +10.0% |
| 6M | -5.4% | -27.0% | +21.6% | -6.8% |
| YTD | +7.8% | -8.7% | +16.5% | +8.1% |
| 1Y | +22.9% | +50.6% | -27.7% | +28.3% |
| 3Y | +110.7% | +74.1% | +36.7% | +132.3% |
| All | +110.7% | +73.2% | +37.5% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling