+1.5%
ABNB vs MKC
-33.9%
+35.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -9.5% | -2.8% | -6.7% | -9.0% |
| 30D | -9.4% | -3.4% | -6.0% | -8.8% |
| 3M | +29.9% | +3.8% | +26.1% | +29.2% |
| 6M | +26.6% | -17.9% | +44.5% | +30.7% |
| YTD | +23.5% | -23.6% | +47.1% | +28.8% |
| 1Y | +35.8% | -23.1% | +58.9% | +41.2% |
| 3Y | +15.0% | -31.5% | +46.5% | +20.8% |
| 5Y | +1.5% | -33.1% | +34.6% | +14.6% |
| All | +1.5% | -33.9% | +35.4% | +14.6% |
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