-5.4%
MCK vs APA
+42.9%
-48.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | +0.1% |
| 7D | -2.9% | +4.6% | -7.5% | -2.9% |
| 30D | +0.4% | +11.9% | -11.5% | +0.3% |
| 3M | +12.1% | +22.5% | -10.4% | +11.4% |
| 6M | -5.4% | +37.5% | -43.0% | -1.5% |
| All | -5.4% | +42.9% | -48.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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