-36.1%
MKC vs ALHC
-33.0%
-3.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.7% |
| 7D | -2.8% | -5.8% | +3.0% | -2.7% |
| 30D | -3.4% | -3.3% | -0.1% | -3.3% |
| 3M | +3.8% | -37.9% | +41.7% | +4.9% |
| 6M | -17.9% | -29.5% | +11.6% | -17.5% |
| YTD | -23.6% | -35.4% | +11.8% | -23.2% |
| 1Y | -23.1% | -22.4% | -0.6% | -23.1% |
| 3Y | -31.5% | +146.3% | -177.8% | -35.3% |
| 5Y | -33.1% | -32.0% | -1.1% | -37.0% |
| All | -36.1% | -33.0% | -3.0% | -38.9% |
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