+236.1%
ALNY vs MKC
+29.9%
+206.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -6.5% | -1.5% | -5.1% | -6.3% |
| 30D | +11.0% | -3.1% | +14.2% | +11.7% |
| 3M | -14.1% | +5.2% | -19.3% | -14.8% |
| 6M | -22.4% | -12.8% | -9.6% | -20.5% |
| YTD | -37.5% | -23.3% | -14.2% | -34.6% |
| 1Y | -46.9% | -24.1% | -22.8% | -44.4% |
| 3Y | +22.1% | -32.1% | +54.2% | +29.8% |
| 5Y | +31.2% | -32.8% | +64.0% | +37.8% |
| All | +236.1% | +29.9% | +206.2% | +226.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling