+368.1%
MCK vs ALHC
-33.8%
+401.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -2.9% | -6.9% | +4.0% | -2.8% |
| 30D | +0.4% | -6.7% | +7.2% | +0.5% |
| 3M | +12.1% | -37.7% | +49.8% | +12.7% |
| 6M | -5.4% | -30.0% | +24.5% | -5.3% |
| YTD | +7.8% | -36.2% | +43.9% | +8.0% |
| 1Y | +22.9% | -22.9% | +45.8% | +22.9% |
| 3Y | +110.7% | +138.4% | -27.6% | +108.8% |
| 5Y | +346.2% | -32.8% | +379.0% | +336.2% |
| All | +368.1% | -33.8% | +401.9% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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