+117.7%
MCK vs AS
+131.9%
-14.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.2% |
| 7D | +1.0% | -3.0% | +4.0% | +1.0% |
| 30D | +13.0% | +9.6% | +3.4% | +12.8% |
| 3M | +19.9% | -8.2% | +28.1% | +19.9% |
| 6M | +49.2% | -9.9% | +59.1% | +49.2% |
| YTD | +32.0% | -16.8% | +48.8% | +32.1% |
| 1Y | +26.6% | +3.0% | +23.6% | +26.3% |
| All | +117.7% | +131.9% | -14.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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