+110.7%
MCK vs AGI
+206.1%
-95.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.9% |
| 30D | +0.4% | +7.2% | -6.8% | +0.5% |
| 3M | +12.1% | +4.3% | +7.8% | +12.3% |
| 6M | -5.4% | -27.1% | +21.6% | -5.0% |
| YTD | +7.8% | -6.6% | +14.4% | +8.3% |
| 1Y | +22.9% | +9.5% | +13.4% | +22.6% |
| 3Y | +110.7% | +208.4% | -97.7% | +113.5% |
| All | +110.7% | +206.1% | -95.4% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling