+427.0%
MCK vs ALK
-35.7%
+462.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | +0.4% | -13.1% | +13.5% | +2.1% |
| 3M | +12.1% | -11.8% | +23.9% | +13.4% |
| 6M | -5.4% | -0.4% | -5.1% | -6.5% |
| YTD | +7.8% | -18.2% | +26.0% | +9.0% |
| 1Y | +22.9% | -35.5% | +58.5% | +28.1% |
| 3Y | +110.7% | +1.8% | +108.9% | +96.6% |
| 5Y | +346.2% | -26.6% | +372.8% | +333.2% |
| All | +427.0% | -35.7% | +462.7% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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