+65.2%
ALAB vs MKC
-23.4%
+88.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.2% |
| 7D | +7.2% | -5.9% | +13.1% | +3.9% |
| 30D | -2.5% | -0.9% | -1.6% | -2.7% |
| 3M | -13.3% | +12.7% | -26.0% | -7.9% |
| 6M | +172.8% | -19.3% | +192.1% | +154.5% |
| YTD | +86.6% | -22.2% | +108.7% | +70.8% |
| 1Y | +65.2% | -23.3% | +88.5% | +52.3% |
| All | +65.2% | -23.4% | +88.6% | +52.3% |
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