+248.5%
ALAB vs MP
+180.5%
+68.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.0% | +10.4% | +12.5% |
| 7D | -7.5% | -3.6% | -3.8% | -6.1% |
| 30D | -36.8% | -21.0% | -15.8% | -32.2% |
| 3M | -31.9% | -33.3% | +1.4% | -23.8% |
| 6M | +8.2% | -45.9% | +54.1% | +26.3% |
| YTD | +29.9% | -27.8% | +57.8% | +43.7% |
| 1Y | +24.4% | -43.2% | +67.6% | +42.1% |
| All | +248.5% | +180.5% | +68.0% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling