+345.8%
MCK vs ALK
-31.3%
+377.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -4.4% | -3.1% | -1.3% | -4.3% |
| 30D | -2.2% | -17.1% | +14.9% | -1.9% |
| 3M | +11.6% | -3.8% | +15.3% | +11.5% |
| 6M | -4.9% | -5.3% | +0.3% | -5.0% |
| YTD | +7.7% | -20.3% | +28.0% | +8.0% |
| 1Y | +25.2% | -36.0% | +61.2% | +26.3% |
| 3Y | +112.1% | +0.8% | +111.4% | +108.1% |
| 5Y | +345.8% | -28.5% | +374.3% | +348.1% |
| All | +345.8% | -31.3% | +377.1% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling