-15.6%
AA vs MKC
-35.7%
+20.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +1.1% | -7.0% | +8.1% | +2.6% |
| 30D | -1.3% | +4.1% | -5.3% | -2.3% |
| 3M | -23.9% | -10.3% | -13.6% | -22.4% |
| 6M | -36.8% | +1.7% | -38.5% | -37.8% |
| YTD | -22.2% | -29.1% | +6.9% | -15.4% |
| 1Y | +10.4% | -26.0% | +36.3% | +17.9% |
| 3Y | +72.0% | -21.5% | +93.5% | +73.3% |
| 5Y | -15.6% | -35.0% | +19.4% | +3.8% |
| All | -15.6% | -35.7% | +20.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling