+12.4%
AA vs MKC
-34.7%
+47.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -0.6% | -4.3% | +3.7% | +0.3% |
| 30D | -1.6% | -3.1% | +1.6% | -1.1% |
| 3M | -29.8% | +6.8% | -36.6% | -31.2% |
| 6M | -16.6% | -18.3% | +1.7% | -12.3% |
| YTD | -4.0% | -23.1% | +19.0% | +2.4% |
| 1Y | +63.5% | -23.7% | +87.2% | +74.3% |
| 3Y | +86.8% | -31.0% | +117.8% | +103.4% |
| 5Y | +12.4% | -33.5% | +45.9% | +44.6% |
| All | +12.4% | -34.7% | +47.0% | +44.6% |
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 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