+113.2%
MCK vs ABCL
+103.9%
+9.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.1% |
| 7D | -3.6% | -2.7% | -0.9% | -3.7% |
| 30D | +1.4% | +18.3% | -16.9% | +2.5% |
| 3M | +13.8% | +108.5% | -94.7% | +19.3% |
| 6M | -5.2% | +213.9% | -219.1% | +1.7% |
| YTD | +9.0% | +223.1% | -214.1% | +17.6% |
| 1Y | +26.9% | +160.6% | -133.7% | +36.2% |
| All | +113.2% | +103.9% | +9.3% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling