+427.0%
MCK vs AG
+68.4%
+358.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | -2.9% | -6.7% | +3.8% | -2.7% |
| 30D | +0.4% | +2.2% | -1.7% | +0.3% |
| 3M | +12.1% | +15.7% | -3.6% | +11.3% |
| 6M | -5.4% | -23.8% | +18.3% | -4.8% |
| YTD | +7.8% | +17.6% | -9.9% | +5.9% |
| 1Y | +22.9% | +88.6% | -65.7% | +17.4% |
| 3Y | +110.7% | +253.4% | -142.7% | +90.7% |
| 5Y | +346.2% | +62.4% | +283.7% | +316.6% |
| All | +427.0% | +68.4% | +358.7% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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