+339.0%
MCK vs AFL
+133.8%
+205.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -2.9% | -1.6% | -1.3% | -2.3% |
| 30D | +0.4% | -4.0% | +4.5% | +2.0% |
| 3M | +12.1% | -0.5% | +12.6% | +12.4% |
| 6M | -5.4% | +6.5% | -12.0% | -7.6% |
| YTD | +7.8% | +6.2% | +1.6% | +5.5% |
| 1Y | +22.9% | +8.3% | +14.7% | +19.5% |
| 3Y | +110.7% | +62.5% | +48.2% | +75.4% |
| All | +339.0% | +133.8% | +205.2% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling