+25.7%
ABNB vs MKC
-36.7%
+62.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -4.0% | -5.9% | +1.9% | -3.0% |
| 30D | +19.3% | -0.9% | +20.2% | +19.6% |
| 3M | +36.1% | +12.7% | +23.3% | +33.7% |
| 6M | +34.2% | -19.3% | +53.5% | +38.7% |
| YTD | +34.1% | -22.2% | +56.2% | +39.0% |
| 1Y | +45.1% | -23.3% | +68.5% | +50.8% |
| 3Y | +37.1% | -30.0% | +67.1% | +43.1% |
| 5Y | +15.2% | -33.8% | +48.9% | +21.5% |
| All | +25.7% | -36.7% | +62.4% | +37.3% |
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