+207.4%
ALAB vs MPC
+100.2%
+107.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | -26.3% | -16.2% | -10.1% | -22.8% |
| 30D | -50.1% | -15.7% | -34.4% | -48.2% |
| 3M | -42.5% | +24.9% | -67.4% | -47.7% |
| 6M | -10.8% | +52.7% | -63.5% | -24.8% |
| YTD | +14.6% | +131.9% | -117.2% | -19.2% |
| 1Y | +17.1% | +96.6% | -79.5% | -11.1% |
| All | +207.4% | +100.2% | +107.3% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling