+37.8%
ALAB vs MKC
-24.7%
+62.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +7.1% |
| 7D | +3.4% | -7.0% | +10.4% | -0.9% |
| 30D | -28.8% | +4.1% | -32.8% | -26.5% |
| 3M | -26.0% | -10.3% | -15.7% | -28.7% |
| 6M | +11.4% | +1.7% | +9.7% | +13.5% |
| YTD | +38.8% | -29.1% | +67.9% | +25.9% |
| 1Y | +37.8% | -26.0% | +63.8% | +25.6% |
| All | +37.8% | -24.7% | +62.5% | +25.6% |
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