+24.4%
ALAB vs MP
-40.8%
+65.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.0% | +10.4% | +11.4% |
| 7D | -7.5% | -3.6% | -3.8% | -4.4% |
| 30D | -36.8% | -21.0% | -15.8% | -25.9% |
| 3M | -31.9% | -33.3% | +1.4% | -12.7% |
| 6M | +8.2% | -45.9% | +54.1% | +52.0% |
| YTD | +29.9% | -27.8% | +57.8% | +54.0% |
| 1Y | +24.4% | -43.2% | +67.6% | +56.9% |
| All | +24.4% | -40.8% | +65.2% | +56.9% |
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