+1,001.3%
MCK vs AMCR
+93.5%
+907.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -2.9% | -6.3% | +3.4% | -1.9% |
| 30D | +0.4% | -7.8% | +8.2% | +1.8% |
| 3M | +12.1% | +7.5% | +4.6% | +10.6% |
| 6M | -5.4% | +2.7% | -8.1% | -6.3% |
| YTD | +7.8% | +6.0% | +1.8% | +5.7% |
| 1Y | +22.9% | +7.8% | +15.2% | +20.0% |
| 3Y | +110.7% | +5.8% | +104.9% | +102.9% |
| 5Y | +346.2% | -11.6% | +357.8% | +344.0% |
| 10Y | +440.1% | +14.6% | +425.5% | +388.5% |
| All | +1,001.3% | +93.5% | +907.8% | +914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling