-40.6%
MKC vs ALHC
-59.6%
+19.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -7.0% | -5.5% | -1.5% | -6.9% |
| 30D | +4.1% | -4.9% | +9.0% | +4.2% |
| 3M | -10.3% | -41.7% | +31.4% | -9.2% |
| 6M | +1.7% | -55.2% | +56.9% | +3.4% |
| YTD | -29.1% | -61.1% | +32.0% | -27.8% |
| 1Y | -26.0% | -53.3% | +27.4% | -25.1% |
| 3Y | -21.5% | +28.2% | -49.6% | -24.6% |
| 5Y | -35.0% | -65.8% | +30.8% | -38.1% |
| All | -40.6% | -59.6% | +19.0% | -42.6% |
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