+291.9%
AA vs MKC
+3,376.8%
-3,084.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -0.7% | -5.9% | +5.2% | +1.2% |
| 30D | +5.0% | -0.9% | +5.9% | +5.1% |
| 3M | -35.8% | +12.7% | -48.6% | -38.7% |
| 6M | -18.4% | -19.3% | +0.9% | -14.0% |
| YTD | -5.5% | -22.2% | +16.7% | +0.3% |
| 1Y | +61.0% | -23.3% | +84.3% | +70.8% |
| 3Y | +66.2% | -30.0% | +96.2% | +79.9% |
| 5Y | +11.4% | -33.8% | +45.1% | +21.6% |
| 10Y | +116.9% | +24.4% | +92.4% | +85.8% |
| All | +291.9% | +3,376.8% | -3,084.9% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling