+6,984.2%
MCK vs ALK
+958.2%
+6,026.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | -1.9% | +0.1% | -2.1% | -2.0% |
| 30D | +2.4% | -18.5% | +20.8% | +5.4% |
| 3M | +16.1% | -3.6% | +19.7% | +16.0% |
| 6M | -3.1% | -3.7% | +0.6% | -3.9% |
| YTD | +8.7% | -19.0% | +27.7% | +10.3% |
| 1Y | +28.1% | -36.0% | +64.1% | +34.1% |
| 3Y | +114.1% | +2.3% | +111.8% | +100.0% |
| 5Y | +342.5% | -27.8% | +370.3% | +329.1% |
| 10Y | +424.1% | -39.0% | +463.1% | +388.7% |
| All | +6,984.2% | +958.2% | +6,026.1% | +3,429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling