-40.6%
MKC vs ALHC
-61.4%
+20.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.2% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | +4.8% | -10.6% | +15.4% | +5.1% |
| 3M | -12.8% | -45.3% | +32.5% | -11.6% |
| 6M | +5.0% | -59.7% | +64.7% | +7.1% |
| YTD | -29.1% | -62.7% | +33.7% | -27.7% |
| 1Y | -26.4% | -56.1% | +29.7% | -25.4% |
| 3Y | -21.6% | +21.3% | -42.9% | -24.6% |
| 5Y | -35.2% | -66.0% | +30.7% | -38.2% |
| All | -40.6% | -61.4% | +20.8% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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