+349.5%
MCK vs AUR
-35.7%
+385.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -2.9% | +1.4% | -4.3% | -2.9% |
| 30D | +0.4% | -6.4% | +6.8% | +0.3% |
| 3M | +12.1% | +7.7% | +4.4% | +12.4% |
| 6M | -5.4% | +44.5% | -49.9% | -4.7% |
| YTD | +7.8% | +67.4% | -59.7% | +8.9% |
| 1Y | +22.9% | +15.4% | +7.5% | +23.9% |
| 3Y | +110.7% | +94.8% | +15.9% | +116.1% |
| 5Y | +346.2% | -35.1% | +381.3% | +349.1% |
| All | +349.5% | -35.7% | +385.2% | +353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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