-17.4%
ALB vs MKC
-25.8%
+8.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -5.8% | -3.0% | -2.8% | -5.9% |
| 30D | -4.5% | +4.8% | -9.4% | -4.2% |
| 3M | -28.1% | -12.8% | -15.2% | -28.8% |
| 6M | -53.2% | +5.0% | -58.2% | -52.5% |
| YTD | -33.3% | -29.1% | -4.3% | -30.1% |
| 1Y | -17.4% | -26.4% | +9.0% | -15.0% |
| All | -17.4% | -25.8% | +8.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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