+189.3%
ALAB vs MPC
+102.6%
+86.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -3.9% | -15.7% | -18.6% |
| 7D | -38.2% | -12.8% | -25.4% | -35.9% |
| 30D | -54.0% | -12.7% | -41.2% | -52.6% |
| 3M | -43.6% | +27.1% | -70.7% | -49.0% |
| 6M | -16.8% | +45.8% | -62.6% | -28.5% |
| YTD | +7.9% | +134.7% | -126.8% | -24.2% |
| 1Y | -1.4% | +106.0% | -107.4% | -26.7% |
| All | +189.3% | +102.6% | +86.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling