+609.3%
MCK vs AR
-27.8%
+637.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | +1.4% | +5.5% | -4.1% | +1.0% |
| 3M | +13.8% | +12.9% | +1.0% | +12.6% |
| 6M | -5.2% | +0.1% | -5.2% | -5.4% |
| YTD | +9.0% | +13.5% | -4.5% | +7.4% |
| 1Y | +26.9% | +21.6% | +5.3% | +24.0% |
| 3Y | +114.7% | +46.0% | +68.8% | +103.3% |
| 5Y | +347.1% | +143.7% | +203.4% | +292.4% |
| 10Y | +446.4% | +44.3% | +402.1% | +363.7% |
| All | +609.3% | -27.8% | +637.0% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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