+427.0%
MCK vs ALLY
+189.7%
+237.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -3.8% | +0.9% | -2.4% |
| 30D | +0.4% | -4.9% | +5.3% | +1.2% |
| 3M | +12.1% | -2.6% | +14.7% | +12.4% |
| 6M | -5.4% | +15.7% | -21.2% | -7.9% |
| YTD | +7.8% | -5.2% | +12.9% | +8.0% |
| 1Y | +22.9% | +2.8% | +20.1% | +21.4% |
| 3Y | +110.7% | +63.4% | +47.3% | +85.7% |
| 5Y | +346.2% | -2.6% | +348.8% | +329.3% |
| All | +427.0% | +189.7% | +237.3% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling