+365.7%
ALAB vs MKC
-20.4%
+386.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -7.1% |
| 7D | +3.2% | -4.3% | +7.5% | +1.5% |
| 30D | -13.6% | -2.0% | -11.6% | -14.1% |
| 3M | -16.6% | +10.0% | -26.6% | -13.2% |
| 6M | +142.3% | -18.5% | +160.8% | +133.2% |
| YTD | +73.6% | -22.4% | +96.1% | +65.4% |
| 1Y | +33.7% | -23.6% | +57.3% | +27.6% |
| All | +365.7% | -20.4% | +386.0% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling