+17.1%
ALAB vs MP
-37.2%
+54.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.3% | +3.1% |
| 7D | -26.3% | -10.5% | -15.8% | -20.4% |
| 30D | -50.1% | -23.5% | -26.6% | -40.7% |
| 3M | -42.5% | -25.4% | -17.0% | -32.1% |
| 6M | -10.8% | -51.3% | +40.4% | +30.8% |
| YTD | +14.6% | -29.9% | +44.5% | +38.7% |
| 1Y | +17.1% | -31.8% | +49.0% | +45.6% |
| All | +17.1% | -37.2% | +54.3% | +45.6% |
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