+6,923.6%
MCK vs AIG
-54.9%
+6,978.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | -1.2% | -1.8% | -2.8% |
| 30D | +0.4% | -1.1% | +1.5% | +0.6% |
| 3M | +12.1% | +0.7% | +11.4% | +12.0% |
| 6M | -5.4% | -2.2% | -3.3% | -5.2% |
| YTD | +7.8% | -10.8% | +18.6% | +9.4% |
| 1Y | +22.9% | -2.0% | +25.0% | +22.9% |
| 3Y | +110.7% | +34.8% | +75.9% | +100.7% |
| 5Y | +346.2% | +55.0% | +291.1% | +313.2% |
| 10Y | +440.1% | +65.1% | +375.1% | +380.6% |
| All | +6,923.6% | -54.9% | +6,978.5% | +5,496.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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