+84.5%
AAPL vs MKC
-31.7%
+116.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.6% |
| 7D | -0.5% | -2.8% | +2.3% | -0.2% |
| 30D | +7.1% | -3.4% | +10.5% | +7.5% |
| 3M | +12.1% | +3.8% | +8.3% | +11.6% |
| 6M | +25.4% | -17.9% | +43.4% | +28.4% |
| YTD | +20.5% | -23.6% | +44.1% | +24.2% |
| 1Y | +44.5% | -23.1% | +67.6% | +48.7% |
| All | +84.5% | -31.7% | +116.2% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling