+113.2%
MCK vs ALLE
+44.7%
+68.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | -3.6% | -2.2% | -1.4% | -3.5% |
| 30D | +1.4% | -8.3% | +9.8% | +1.9% |
| 3M | +13.8% | +16.3% | -2.4% | +13.1% |
| 6M | -5.2% | +1.8% | -7.0% | -5.3% |
| YTD | +9.0% | -3.9% | +13.0% | +9.1% |
| 1Y | +26.9% | -10.0% | +36.9% | +27.1% |
| All | +113.2% | +44.7% | +68.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling