+27.6%
MCK vs AGI
-1.1%
+28.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.8% | -3.8% | +7.2% |
| 7D | +11.3% | -5.3% | +16.6% | +10.8% |
| 30D | +16.8% | -7.1% | +24.0% | +16.2% |
| 3M | +28.9% | +4.4% | +24.5% | +29.3% |
| 6M | +32.7% | -23.0% | +55.7% | +31.4% |
| YTD | +30.8% | -22.0% | +52.8% | +33.2% |
| 1Y | +27.6% | +0.3% | +27.3% | +26.0% |
| All | +27.6% | -1.1% | +28.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling