+1,302.2%
MCK vs AU
+755.5%
+546.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.9% | -4.3% | +1.3% | -2.8% |
| 30D | +0.4% | +7.3% | -6.9% | +0.1% |
| 3M | +12.1% | +26.3% | -14.2% | +10.9% |
| 6M | -5.4% | +1.8% | -7.2% | -5.9% |
| YTD | +7.8% | +26.8% | -19.0% | +6.1% |
| 1Y | +22.9% | +66.7% | -43.7% | +19.4% |
| 3Y | +110.7% | +579.1% | -468.3% | +91.0% |
| 5Y | +346.2% | +689.3% | -343.2% | +298.1% |
| 10Y | +440.1% | +686.6% | -246.5% | +370.0% |
| All | +1,302.2% | +755.5% | +546.7% | +1,171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling