+339.0%
MCK vs AMT
-29.9%
+368.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | -2.9% | +1.1% | -4.1% | -3.0% |
| 30D | +0.4% | +4.4% | -3.9% | -0.1% |
| 3M | +12.1% | -5.2% | +17.3% | +12.7% |
| 6M | -5.4% | -0.8% | -4.6% | -5.5% |
| YTD | +7.8% | +3.3% | +4.5% | +7.0% |
| 1Y | +22.9% | -6.0% | +29.0% | +23.6% |
| 3Y | +110.7% | +9.6% | +101.1% | +106.7% |
| All | +339.0% | -29.9% | +368.9% | +373.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling