+421.5%
MCK vs ABCL
-82.1%
+503.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | +0.2% |
| 7D | -2.9% | -4.7% | +1.8% | -3.0% |
| 30D | +0.4% | +5.2% | -4.7% | +0.6% |
| 3M | +12.1% | +106.6% | -94.5% | +14.5% |
| 6M | -5.4% | +198.4% | -203.8% | -2.6% |
| YTD | +7.8% | +218.4% | -210.6% | +11.3% |
| 1Y | +22.9% | +136.2% | -113.3% | +26.6% |
| 3Y | +110.7% | +103.2% | +7.6% | +118.6% |
| 5Y | +346.2% | -42.7% | +388.8% | +365.3% |
| All | +421.5% | -82.1% | +503.7% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling