+249.6%
ALAB vs MPC
+109.4%
+140.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.6% | +9.1% | +12.4% |
| 7D | -5.6% | -9.4% | +3.8% | -3.0% |
| 30D | -36.6% | -14.3% | -22.3% | -34.3% |
| 3M | -35.1% | +31.1% | -66.2% | -41.8% |
| 6M | +8.5% | +60.3% | -51.7% | -9.6% |
| YTD | +30.4% | +142.5% | -112.2% | -9.2% |
| 1Y | +31.0% | +104.6% | -73.5% | -1.5% |
| All | +249.6% | +109.4% | +140.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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