+427.0%
MCK vs AZO
+296.8%
+130.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -2.9% | -3.6% | +0.7% | -1.9% |
| 30D | +0.4% | -5.6% | +6.0% | +2.1% |
| 3M | +12.1% | -6.6% | +18.7% | +14.2% |
| 6M | -5.4% | -22.5% | +17.1% | +1.2% |
| YTD | +7.8% | -15.2% | +23.0% | +11.6% |
| 1Y | +22.9% | -33.9% | +56.9% | +37.1% |
| 3Y | +110.7% | +11.8% | +98.9% | +97.7% |
| 5Y | +346.2% | +85.5% | +260.6% | +250.9% |
| All | +427.0% | +296.8% | +130.2% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling