-28.3%
MKC vs ALC
+30.4%
-58.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.4% |
| 7D | -3.0% | -1.1% | -1.9% | -2.7% |
| 30D | +4.8% | +16.0% | -11.2% | +1.1% |
| 3M | -12.8% | +0.8% | -13.7% | -13.0% |
| 6M | +5.0% | +16.8% | -11.8% | +1.0% |
| YTD | -29.1% | -5.5% | -23.6% | -28.6% |
| 1Y | -26.4% | -5.3% | -21.1% | -26.0% |
| 3Y | -21.6% | +4.1% | -25.7% | -24.4% |
| 5Y | -35.2% | -7.1% | -28.2% | -36.7% |
| All | -28.3% | +30.4% | -58.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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