+427.0%
MCK vs AMCR
+14.6%
+412.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -2.9% | -6.3% | +3.4% | -1.5% |
| 30D | +0.4% | -7.8% | +8.2% | +2.2% |
| 3M | +12.1% | +7.5% | +4.6% | +10.1% |
| 6M | -5.4% | +2.7% | -8.1% | -6.6% |
| YTD | +7.8% | +6.0% | +1.8% | +5.0% |
| 1Y | +22.9% | +7.8% | +15.2% | +19.0% |
| 3Y | +110.7% | +5.8% | +104.9% | +99.6% |
| 5Y | +346.2% | -11.6% | +357.8% | +342.1% |
| All | +427.0% | +14.6% | +412.4% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling