+427.0%
MCK vs AME
+445.1%
-18.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -1.3% |
| 7D | -2.9% | +1.7% | -4.7% | -3.6% |
| 30D | +0.4% | -6.4% | +6.9% | +3.1% |
| 3M | +12.1% | +7.1% | +5.0% | +8.4% |
| 6M | -5.4% | +8.2% | -13.6% | -9.5% |
| YTD | +7.8% | +18.2% | -10.4% | -0.7% |
| 1Y | +22.9% | +26.7% | -3.8% | +9.6% |
| 3Y | +110.7% | +60.7% | +50.0% | +62.9% |
| 5Y | +346.2% | +91.6% | +254.6% | +207.8% |
| All | +427.0% | +445.1% | -18.0% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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