+117.1%
AA vs MKC
+29.3%
+87.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.6% |
| 7D | -5.4% | -2.8% | -2.6% | -4.7% |
| 30D | -10.7% | -3.4% | -7.3% | -10.1% |
| 3M | -26.2% | +3.8% | -29.9% | -27.3% |
| 6M | -20.9% | -17.9% | -3.0% | -17.3% |
| YTD | -8.6% | -23.6% | +15.0% | -2.7% |
| 1Y | +57.4% | -23.1% | +80.5% | +66.5% |
| 3Y | +77.8% | -31.5% | +109.3% | +93.1% |
| 5Y | +2.7% | -33.1% | +35.8% | +11.7% |
| All | +117.1% | +29.3% | +87.8% | +105.6% |
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