+6,923.6%
MCK vs AZO
+11,407.0%
-4,483.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -2.9% | -3.6% | +0.7% | -2.1% |
| 30D | +0.4% | -5.6% | +6.0% | +1.7% |
| 3M | +12.1% | -6.6% | +18.7% | +13.7% |
| 6M | -5.4% | -22.5% | +17.1% | -0.3% |
| YTD | +7.8% | -15.2% | +23.0% | +10.9% |
| 1Y | +22.9% | -33.9% | +56.9% | +33.7% |
| 3Y | +110.7% | +11.8% | +98.9% | +102.0% |
| 5Y | +346.2% | +85.5% | +260.6% | +278.7% |
| 10Y | +440.1% | +298.2% | +141.9% | +281.8% |
| All | +6,923.6% | +11,407.0% | -4,483.4% | +2,607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling