+2,012.2%
MCK vs AG
+424.3%
+1,587.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -1.0% |
| 7D | -4.4% | -5.8% | +1.4% | -4.1% |
| 30D | -2.2% | +6.4% | -8.6% | -2.6% |
| 3M | +11.6% | +28.4% | -16.8% | +9.8% |
| 6M | -4.9% | -24.5% | +19.5% | -4.2% |
| YTD | +7.7% | +21.2% | -13.5% | +5.1% |
| 1Y | +25.2% | +114.1% | -88.9% | +17.5% |
| 3Y | +112.1% | +268.0% | -155.9% | +88.3% |
| 5Y | +345.8% | +67.3% | +278.5% | +308.5% |
| 10Y | +439.7% | +66.1% | +373.6% | +366.6% |
| All | +2,012.2% | +424.3% | +1,587.9% | +1,223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling