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  • MCK vs ALM✓SelectedUSD · ALMMCK vs ALM performance historyLatest closeAs of+0.29%09/09
Stock and ETF performance explorer

MCK vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+756.7%
ALM return
+8,043.4%
Excess return
-7,286.7%
Maximum drawdown
-54.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
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