+2,176.8%
ALB vs MKC
+1,588.0%
+588.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +1.1% | -7.0% | +8.1% | +3.7% |
| 30D | -2.6% | +4.1% | -6.7% | -4.2% |
| 3M | -25.6% | -10.3% | -15.3% | -22.8% |
| 6M | -54.0% | +1.7% | -55.7% | -54.9% |
| YTD | -31.6% | -29.1% | -2.5% | -24.1% |
| 1Y | -6.6% | -26.0% | +19.4% | +2.0% |
| 3Y | -14.0% | -21.5% | +7.5% | -9.6% |
| 5Y | -62.5% | -35.0% | -27.5% | -58.7% |
| 10Y | +36.3% | +25.6% | +10.7% | +12.4% |
| All | +2,176.8% | +1,588.0% | +588.8% | +897.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling