+24.5%
ALAB vs MP
-35.7%
+60.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.1% | +0.6% | -1.3% |
| 7D | -24.9% | -12.5% | -12.3% | -18.1% |
| 30D | -38.4% | -23.3% | -15.0% | -27.2% |
| 3M | -38.3% | -24.4% | -13.9% | -28.3% |
| 6M | +10.9% | -45.8% | +56.7% | +53.7% |
| YTD | +34.2% | -28.9% | +63.1% | +58.5% |
| 1Y | +24.5% | -34.6% | +59.1% | +52.6% |
| All | +24.5% | -35.7% | +60.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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