+6,923.6%
MCK vs AEM
+2,163.6%
+4,760.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -2.9% | -2.1% | -0.8% | -2.9% |
| 30D | +0.4% | +8.4% | -8.0% | +0.2% |
| 3M | +12.1% | +27.3% | -15.2% | +11.3% |
| 6M | -5.4% | -9.7% | +4.2% | -5.3% |
| YTD | +7.8% | +19.0% | -11.2% | +7.0% |
| 1Y | +22.9% | +31.5% | -8.5% | +21.6% |
| 3Y | +110.7% | +338.7% | -228.0% | +101.1% |
| 5Y | +346.2% | +307.4% | +38.8% | +325.2% |
| 10Y | +440.1% | +370.9% | +69.3% | +408.6% |
| All | +6,923.6% | +2,163.6% | +4,760.0% | +6,571.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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