+27.6%
MCK vs AMT
+13.5%
+14.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.0% | +2.9% | +6.7% |
| 7D | +11.3% | +6.0% | +5.3% | +11.0% |
| 30D | +16.8% | +20.1% | -3.3% | +16.1% |
| 3M | +28.9% | +12.4% | +16.5% | +28.4% |
| 6M | +32.7% | +9.9% | +22.7% | +31.9% |
| YTD | +30.8% | +14.4% | +16.4% | +32.9% |
| 1Y | +27.6% | +12.4% | +15.1% | +29.8% |
| All | +27.6% | +13.5% | +14.1% | +29.8% |
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