+369.5%
ALAB vs MCK
+66.3%
+303.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -6.2% | -2.9% | -3.3% | -7.9% |
| 30D | -8.7% | +0.4% | -9.1% | -8.2% |
| 3M | -20.7% | +12.1% | -32.9% | -13.3% |
| 6M | +133.5% | -5.4% | +139.0% | +143.9% |
| YTD | +75.1% | +7.8% | +67.3% | +91.9% |
| 1Y | +25.0% | +22.9% | +2.1% | +46.1% |
| All | +369.5% | +66.3% | +303.1% | +451.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling