+339.0%
MCK vs ALLE
+12.6%
+326.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | +0.4% | -7.7% | +8.1% | +1.2% |
| 3M | +12.1% | +15.2% | -3.1% | +10.5% |
| 6M | -5.4% | +5.4% | -10.8% | -6.1% |
| YTD | +7.8% | -2.9% | +10.7% | +7.9% |
| 1Y | +22.9% | -12.8% | +35.7% | +24.2% |
| 3Y | +110.7% | +47.2% | +63.6% | +99.8% |
| All | +339.0% | +12.6% | +326.4% | +350.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling