+339.0%
MCK vs ALLY
-4.7%
+343.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | +0.4% | -4.9% | +5.3% | +0.5% |
| 3M | +12.1% | -2.6% | +14.7% | +12.1% |
| 6M | -5.4% | +15.7% | -21.2% | -5.8% |
| YTD | +7.8% | -5.2% | +12.9% | +7.8% |
| 1Y | +22.9% | +2.8% | +20.1% | +22.7% |
| 3Y | +110.7% | +63.4% | +47.3% | +104.7% |
| All | +339.0% | -4.7% | +343.7% | +366.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling