-27.8%
AAL vs MKC
+424.9%
-452.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -3.7% | -5.9% | +2.1% | -0.8% |
| 30D | -20.8% | -0.9% | -19.9% | -20.7% |
| 3M | -1.3% | +12.7% | -14.0% | -7.8% |
| 6M | +5.4% | -19.3% | +24.7% | +16.0% |
| YTD | -14.4% | -22.2% | +7.8% | -5.0% |
| 1Y | +2.1% | -23.3% | +25.4% | +13.4% |
| 3Y | -10.6% | -30.0% | +19.4% | +1.9% |
| 5Y | -32.2% | -33.8% | +1.5% | -23.9% |
| 10Y | -62.7% | +24.4% | -87.1% | -79.6% |
| All | -27.8% | +424.9% | -452.7% | -92.2% |
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 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