-42.5%
ALB vs MKC
-33.2%
-9.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | -4.4% | -4.3% | -0.1% | -3.7% |
| 30D | -1.2% | -2.0% | +0.8% | -0.8% |
| 3M | -13.3% | +10.0% | -23.3% | -15.0% |
| 6M | -19.8% | -18.5% | -1.2% | -16.0% |
| YTD | -7.9% | -22.4% | +14.5% | -2.8% |
| 1Y | +60.2% | -23.6% | +83.8% | +69.4% |
| 3Y | -26.4% | -30.4% | +4.0% | -20.8% |
| 5Y | -42.5% | -34.2% | -8.3% | -40.4% |
| All | -42.5% | -33.2% | -9.3% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling