+248.5%
ALAB vs MPC
+109.2%
+139.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.5% | -8.8% | +1.4% | -5.1% |
| 30D | -36.8% | -14.4% | -22.4% | -34.5% |
| 3M | -31.9% | +21.9% | -53.8% | -37.2% |
| 6M | +8.2% | +60.1% | -51.9% | -9.9% |
| YTD | +29.9% | +142.3% | -112.4% | -9.5% |
| 1Y | +24.4% | +101.7% | -77.3% | -5.9% |
| All | +248.5% | +109.2% | +139.3% | +125.2% |
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