+41.6%
AA vs MKC
+25.8%
+15.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.0% |
| 7D | +0.5% | -3.0% | +3.5% | +1.2% |
| 30D | -0.6% | +4.8% | -5.4% | -2.0% |
| 3M | -19.7% | -12.8% | -6.8% | -17.2% |
| 6M | -41.6% | +5.0% | -46.6% | -43.0% |
| YTD | -24.6% | -29.1% | +4.4% | -18.4% |
| 1Y | +4.9% | -26.4% | +31.3% | +12.1% |
| 3Y | +66.8% | -21.6% | +88.5% | +71.4% |
| 5Y | -19.4% | -35.2% | +15.8% | -12.0% |
| All | +41.6% | +25.8% | +15.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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