+514.1%
MCK vs ALLE
+258.4%
+255.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.9% | +2.8% | -4.7% | -2.8% |
| 30D | +2.4% | -7.6% | +10.0% | +4.9% |
| 3M | +16.1% | +22.8% | -6.7% | +8.3% |
| 6M | -3.1% | +4.6% | -7.7% | -5.1% |
| YTD | +8.7% | -1.2% | +9.9% | +8.0% |
| 1Y | +28.1% | -9.1% | +37.2% | +30.6% |
| 3Y | +114.1% | +50.0% | +64.1% | +78.5% |
| 5Y | +342.5% | +15.2% | +327.3% | +300.1% |
| 10Y | +424.1% | +151.1% | +273.0% | +237.1% |
| All | +514.1% | +258.4% | +255.7% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling