+65.2%
ALAB vs MCK
+32.0%
+33.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.2% | +8.6% |
| 7D | +7.2% | +1.7% | +5.5% | +9.0% |
| 30D | -2.5% | +3.6% | -6.1% | +0.8% |
| 3M | -13.3% | +20.1% | -33.4% | +1.2% |
| 6M | +172.8% | -7.0% | +179.9% | +202.3% |
| YTD | +86.6% | +11.0% | +75.6% | +116.2% |
| 1Y | +65.2% | +31.8% | +33.3% | +117.5% |
| All | +65.2% | +32.0% | +33.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling