-35.9%
AAL vs MKC
-34.7%
-1.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.3% | -4.3% | +3.0% | -0.5% |
| 30D | -13.7% | -3.1% | -10.6% | -13.3% |
| 3M | -8.2% | +6.8% | -15.0% | -9.5% |
| 6M | +13.1% | -18.3% | +31.5% | +17.6% |
| YTD | -15.6% | -23.1% | +7.5% | -11.4% |
| 1Y | +1.4% | -23.7% | +25.1% | +6.4% |
| 3Y | -7.4% | -31.0% | +23.6% | -2.0% |
| 5Y | -35.9% | -33.5% | -2.4% | -26.2% |
| All | -35.9% | -34.7% | -1.3% | -26.2% |
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