+384.5%
ALAB vs MKC
-21.0%
+405.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.9% | +3.7% |
| 7D | +9.6% | -4.3% | +13.9% | +7.9% |
| 30D | -5.3% | -3.1% | -2.2% | -6.2% |
| 3M | -12.0% | +6.8% | -18.9% | -9.2% |
| 6M | +145.7% | -18.3% | +164.1% | +136.4% |
| YTD | +80.7% | -23.1% | +103.7% | +71.6% |
| 1Y | +40.1% | -23.7% | +63.8% | +33.6% |
| All | +384.5% | -21.0% | +405.5% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling