-11.9%
ALB vs MKC
-21.5%
+9.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.1% | -7.0% | +8.1% | +2.2% |
| 30D | -2.6% | +4.1% | -6.7% | -3.3% |
| 3M | -25.6% | -10.3% | -15.3% | -24.2% |
| 6M | -54.0% | +1.7% | -55.7% | -54.3% |
| YTD | -31.6% | -29.1% | -2.5% | -25.7% |
| 1Y | -6.6% | -26.0% | +19.4% | -0.1% |
| All | -11.9% | -21.5% | +9.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling