+701.4%
MCK vs ALC
+17.1%
+684.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | -4.4% | -7.7% | +3.3% | -2.3% |
| 30D | -2.2% | -11.7% | +9.5% | +1.1% |
| 3M | +11.6% | +0.7% | +10.9% | +11.3% |
| 6M | -4.9% | -17.1% | +12.1% | -0.4% |
| YTD | +7.7% | -15.1% | +22.8% | +11.9% |
| 1Y | +25.2% | -14.1% | +39.3% | +29.4% |
| 3Y | +112.1% | -18.2% | +130.3% | +116.0% |
| 5Y | +345.8% | -19.2% | +365.0% | +350.7% |
| All | +701.4% | +17.1% | +684.3% | +530.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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