+756.7%
MCK vs ALM
+8,043.4%
-7,286.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.3% |
| 7D | -3.6% | +3.6% | -7.2% | -3.6% |
| 30D | +1.4% | +33.8% | -32.3% | +1.3% |
| 3M | +13.8% | +14.8% | -1.0% | +13.7% |
| 6M | -5.2% | -7.0% | +1.8% | -5.2% |
| YTD | +9.0% | +108.1% | -99.0% | +8.5% |
| 1Y | +26.9% | +313.8% | -286.9% | +25.7% |
| 3Y | +114.7% | +2,227.6% | -2,112.9% | +110.5% |
| 5Y | +347.1% | +956.6% | -609.5% | +339.3% |
| 10Y | +446.4% | +3,082.3% | -2,635.9% | +430.7% |
| All | +756.7% | +8,043.4% | -7,286.7% | +699.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling