+24.5%
ALAB vs MKC
-18.2%
+42.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.4% | -9.9% | -1.2% |
| 7D | -24.9% | +9.6% | -34.5% | -20.4% |
| 30D | -38.4% | +12.0% | -50.4% | -33.6% |
| 3M | -38.3% | -2.0% | -36.3% | -37.5% |
| 6M | +10.9% | +7.2% | +3.7% | +17.7% |
| YTD | +34.2% | -23.7% | +58.0% | +27.2% |
| 1Y | +24.5% | -18.3% | +42.8% | +18.9% |
| All | +24.5% | -18.2% | +42.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling