+455.6%
MCK vs ALLY
+117.4%
+338.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.5% |
| 7D | -1.9% | +1.0% | -3.0% | -2.1% |
| 30D | +2.4% | -3.3% | +5.6% | +2.9% |
| 3M | +16.1% | +0.5% | +15.6% | +15.8% |
| 6M | -3.1% | +12.6% | -15.7% | -5.4% |
| YTD | +8.7% | -4.7% | +13.4% | +8.9% |
| 1Y | +28.1% | +5.2% | +22.8% | +25.8% |
| 3Y | +114.1% | +66.5% | +47.6% | +86.5% |
| 5Y | +342.5% | +0.2% | +342.3% | +319.0% |
| 10Y | +424.1% | +180.8% | +243.3% | +249.5% |
| All | +455.6% | +117.4% | +338.2% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling