+6,918.4%
MCK vs AME
+11,307.7%
-4,389.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -2.2% | -8.6% | +6.4% | +0.4% |
| 3M | +11.6% | +5.8% | +5.8% | +9.3% |
| 6M | -4.9% | +3.8% | -8.8% | -6.7% |
| YTD | +7.7% | +14.4% | -6.7% | +2.6% |
| 1Y | +25.2% | +25.8% | -0.6% | +15.7% |
| 3Y | +112.1% | +55.2% | +57.0% | +80.2% |
| 5Y | +345.8% | +85.5% | +260.3% | +254.6% |
| 10Y | +439.7% | +424.0% | +15.7% | +213.5% |
| All | +6,918.4% | +11,307.7% | -4,389.3% | +2,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling