+33.9%
ALNY vs MKC
-33.0%
+66.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -6.5% | -1.5% | -5.1% | -6.4% |
| 30D | +11.0% | -3.1% | +14.2% | +11.5% |
| 3M | -14.1% | +5.2% | -19.3% | -14.4% |
| 6M | -22.4% | -12.8% | -9.6% | -21.2% |
| YTD | -37.5% | -23.3% | -14.2% | -35.7% |
| 1Y | -46.9% | -24.1% | -22.8% | -45.4% |
| 3Y | +22.1% | -32.1% | +54.2% | +26.0% |
| All | +33.9% | -33.0% | +66.9% | +52.4% |
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