+36.2%
ABNB vs MKC
-23.5%
+59.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -9.5% | -2.8% | -6.7% | -9.3% |
| 30D | -9.4% | -3.4% | -6.0% | -9.0% |
| 3M | +29.9% | +3.8% | +26.1% | +30.5% |
| 6M | +26.6% | -17.9% | +44.5% | +25.5% |
| YTD | +23.5% | -23.6% | +47.1% | +22.8% |
| All | +36.2% | -23.5% | +59.7% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling