+110.7%
MCK vs AG
+249.7%
-138.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | 0.0% |
| 7D | -2.9% | -6.7% | +3.8% | -3.1% |
| 30D | +0.4% | +2.2% | -1.7% | +0.5% |
| 3M | +12.1% | +15.7% | -3.6% | +12.6% |
| 6M | -5.4% | -23.8% | +18.3% | -5.3% |
| YTD | +7.8% | +17.6% | -9.9% | +8.2% |
| 1Y | +22.9% | +88.6% | -65.7% | +22.8% |
| 3Y | +110.7% | +253.4% | -142.7% | +110.3% |
| All | +110.7% | +249.7% | -138.9% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling