-31.9%
ADSK vs MKC
-23.4%
-8.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -8.3% |
| 7D | -16.4% | -5.9% | -10.5% | -16.4% |
| 30D | -9.2% | -0.9% | -8.3% | -9.1% |
| 3M | -6.7% | +12.7% | -19.5% | -5.0% |
| 6M | -15.5% | -19.3% | +3.8% | -19.1% |
| YTD | -26.4% | -22.2% | -4.2% | -29.0% |
| 1Y | -31.9% | -23.3% | -8.6% | -34.4% |
| All | -31.9% | -23.4% | -8.5% | -34.4% |
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