+31.8%
MCK vs AMT
-7.7%
+39.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | +3.6% | +4.6% | -1.0% | +3.5% |
| 3M | +20.1% | -8.4% | +28.5% | +19.8% |
| 6M | -7.0% | -6.0% | -1.0% | -7.4% |
| YTD | +11.0% | +2.1% | +8.9% | +12.3% |
| 1Y | +31.8% | -6.4% | +38.2% | +34.8% |
| All | +31.8% | -7.7% | +39.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling