+427.0%
MCK vs ALM
+2,589.2%
-2,162.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.1% |
| 7D | -2.9% | -11.8% | +8.9% | -2.9% |
| 30D | +0.4% | +7.8% | -7.4% | +0.4% |
| 3M | +12.1% | -9.3% | +21.4% | +12.2% |
| 6M | -5.4% | -30.5% | +25.0% | -5.3% |
| YTD | +7.8% | +75.8% | -68.0% | +7.1% |
| 1Y | +22.9% | +241.2% | -218.2% | +21.5% |
| 3Y | +110.7% | +1,872.6% | -1,761.9% | +107.4% |
| 5Y | +346.2% | +849.6% | -503.4% | +338.8% |
| All | +427.0% | +2,589.2% | -2,162.2% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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