+57.4%
AA vs MKC
-23.8%
+81.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -5.0% |
| 7D | -5.4% | -2.8% | -2.6% | -6.2% |
| 30D | -10.7% | -3.4% | -7.3% | -11.5% |
| 3M | -26.2% | +3.8% | -29.9% | -25.0% |
| 6M | -20.9% | -17.9% | -3.0% | -22.6% |
| YTD | -8.6% | -23.6% | +15.0% | -11.2% |
| 1Y | +57.4% | -23.1% | +80.5% | +53.8% |
| All | +57.4% | -23.8% | +81.2% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling