+339.0%
MCK vs AU
+686.2%
-347.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.9% | -4.3% | +1.3% | -2.9% |
| 30D | +0.4% | +7.3% | -6.9% | +0.4% |
| 3M | +12.1% | +26.3% | -14.2% | +11.9% |
| 6M | -5.4% | +1.8% | -7.2% | -5.4% |
| YTD | +7.8% | +26.8% | -19.0% | +7.4% |
| 1Y | +22.9% | +66.7% | -43.7% | +21.6% |
| 3Y | +110.7% | +579.1% | -468.3% | +103.3% |
| All | +339.0% | +686.2% | -347.2% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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