-27.6%
AAL vs MKC
+378.3%
-405.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.6% |
| 7D | -0.1% | -3.0% | +2.9% | +1.4% |
| 30D | +11.7% | +4.8% | +6.9% | +9.0% |
| 3M | -12.5% | -12.8% | +0.3% | -6.8% |
| 6M | +3.6% | +5.0% | -1.4% | -0.3% |
| YTD | -14.1% | -29.1% | +15.0% | -0.5% |
| 1Y | +0.8% | -26.4% | +27.2% | +14.1% |
| 3Y | +11.8% | -21.6% | +33.4% | +18.4% |
| 5Y | -35.1% | -35.2% | +0.2% | -27.0% |
| 10Y | -68.3% | +25.6% | -93.9% | -83.6% |
| All | -27.6% | +378.3% | -405.9% | -91.8% |
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 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