-34.2%
MKC vs ALHC
-30.5%
-3.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -4.3% | -1.0% | -3.4% | -4.3% |
| 30D | -2.0% | -6.3% | +4.3% | -1.8% |
| 3M | +10.0% | -12.3% | +22.3% | +10.1% |
| 6M | -18.5% | -27.0% | +8.5% | -18.1% |
| YTD | -22.4% | -31.8% | +9.4% | -22.0% |
| 1Y | -23.6% | -17.0% | -6.6% | -23.9% |
| 3Y | -30.4% | +159.8% | -190.3% | -35.4% |
| 5Y | -34.2% | -25.1% | -9.1% | -38.7% |
| All | -34.2% | -30.5% | -3.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling