-5.4%
MCK vs AME
+7.8%
-13.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.4% |
| 7D | -2.9% | +1.7% | -4.7% | -2.7% |
| 30D | +0.4% | -6.4% | +6.9% | -0.4% |
| 3M | +12.1% | +7.1% | +5.0% | +13.0% |
| 6M | -5.4% | +8.2% | -13.6% | -6.0% |
| All | -5.4% | +7.8% | -13.2% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling