+373.5%
MCK vs ALHC
-31.6%
+405.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | -3.6% | -4.1% | +0.5% | -3.5% |
| 30D | +1.4% | -5.4% | +6.9% | +1.5% |
| 3M | +13.8% | -32.1% | +46.0% | +14.3% |
| 6M | -5.2% | -28.5% | +23.3% | -5.0% |
| YTD | +9.0% | -34.0% | +43.1% | +9.2% |
| 1Y | +26.9% | -20.9% | +47.8% | +26.8% |
| 3Y | +114.7% | +151.5% | -36.8% | +112.6% |
| 5Y | +347.1% | -28.8% | +375.9% | +337.4% |
| All | +373.5% | -31.6% | +405.1% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling