+2,885.9%
ALB vs MKC
+1,753.1%
+1,132.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.1% |
| 7D | -8.1% | -5.9% | -2.2% | -6.0% |
| 30D | +6.3% | -0.9% | +7.1% | +6.7% |
| 3M | -23.6% | +12.7% | -36.3% | -27.5% |
| 6M | -24.6% | -19.3% | -5.3% | -19.5% |
| YTD | -10.3% | -22.2% | +11.9% | -3.4% |
| 1Y | +61.5% | -23.3% | +84.8% | +73.9% |
| 3Y | -34.0% | -30.0% | -4.0% | -27.2% |
| 5Y | -44.6% | -33.8% | -10.8% | -39.0% |
| 10Y | +76.1% | +24.4% | +51.7% | +46.5% |
| All | +2,885.9% | +1,753.1% | +1,132.7% | +1,167.9% |
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