+358.7%
ALAB vs MCK
+66.2%
+292.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -6.0% |
| 7D | +0.6% | -4.4% | +5.0% | -2.1% |
| 30D | -8.8% | -2.2% | -6.6% | -9.8% |
| 3M | -14.0% | +11.6% | -25.6% | -6.0% |
| 6M | +144.3% | -4.9% | +149.2% | +155.5% |
| YTD | +71.0% | +7.7% | +63.3% | +87.4% |
| 1Y | +23.5% | +25.2% | -1.7% | +45.3% |
| All | +358.7% | +66.2% | +292.5% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling