-65.2%
AAL vs MKC
+29.3%
-94.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | -16.0% | -3.4% | -12.6% | -15.5% |
| 3M | -4.2% | +3.8% | -8.0% | -5.0% |
| 6M | +15.7% | -17.9% | +33.6% | +19.3% |
| YTD | -16.2% | -23.6% | +7.4% | -12.7% |
| 1Y | +0.2% | -23.1% | +23.3% | +4.1% |
| 3Y | -8.1% | -31.5% | +23.4% | -3.3% |
| 5Y | -32.2% | -33.1% | +0.9% | -29.0% |
| All | -65.2% | +29.3% | -94.5% | -68.7% |
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