+127.8%
AAPL vs MKC
-33.0%
+160.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +3.8% | -1.5% | +5.3% | +4.1% |
| 30D | +9.9% | -3.1% | +13.0% | +10.6% |
| 3M | +12.5% | +5.2% | +7.3% | +11.1% |
| 6M | +27.6% | -12.8% | +40.4% | +31.1% |
| YTD | +22.6% | -23.3% | +45.8% | +29.1% |
| 1Y | +45.0% | -24.1% | +69.1% | +52.9% |
| 3Y | +87.8% | -32.1% | +119.9% | +105.2% |
| All | +127.8% | -33.0% | +160.8% | +153.7% |
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 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