+499.0%
MCK vs JAAA
+29.4%
+469.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.4% | +0.5% | -0.1% | +0.4% |
| 3M | +12.1% | +1.3% | +10.8% | +12.0% |
| 6M | -5.4% | +2.8% | -8.2% | -5.7% |
| YTD | +7.8% | +3.3% | +4.5% | +7.3% |
| 1Y | +22.9% | +4.9% | +18.0% | +21.9% |
| 3Y | +110.7% | +19.0% | +91.8% | +104.5% |
| 5Y | +346.2% | +26.9% | +319.3% | +331.2% |
| All | +499.0% | +29.4% | +469.6% | +420.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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