+22.9%
MCK vs AMC
-11.2%
+34.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.2% | +0.2% |
| 7D | -2.9% | -7.2% | +4.3% | -3.2% |
| 30D | +0.4% | -2.8% | +3.2% | +0.4% |
| 3M | +12.1% | +7.9% | +4.2% | +12.8% |
| 6M | -5.4% | +119.6% | -125.1% | -0.9% |
| YTD | +7.8% | +57.7% | -49.9% | +11.7% |
| 1Y | +22.9% | -12.1% | +35.1% | +27.3% |
| All | +22.9% | -11.2% | +34.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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