-19.4%
MKC vs ALHC
+16.3%
-35.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.9% | +3.9% | -5.8% | -2.0% |
| 30D | +8.0% | -3.6% | +11.6% | +8.1% |
| 3M | -8.6% | -49.4% | +40.8% | -7.6% |
| 6M | +1.1% | -59.5% | +60.5% | +2.3% |
| YTD | -27.7% | -63.2% | +35.5% | -26.9% |
| 1Y | -23.7% | -55.5% | +31.8% | -23.3% |
| 3Y | -19.4% | +23.0% | -42.4% | -24.1% |
| All | -19.4% | +16.3% | -35.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling