+257.6%
ALAB vs MKC
-27.2%
+284.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.1% |
| 7D | +16.3% | -3.0% | +19.3% | +14.8% |
| 30D | -26.1% | +4.8% | -30.9% | -24.1% |
| 3M | -31.3% | -12.8% | -18.4% | -33.9% |
| 6M | -1.0% | +5.0% | -6.0% | +1.9% |
| YTD | +33.3% | -29.1% | +62.4% | +24.2% |
| 1Y | +53.5% | -26.4% | +79.9% | +44.5% |
| All | +257.6% | -27.2% | +284.8% | +221.7% |
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