-2.9%
ADSK vs MKC
-31.4%
+28.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -2.5% | -1.5% | -1.1% | -2.4% |
| 30D | -14.9% | -3.1% | -11.8% | -14.6% |
| 3M | +3.3% | +5.2% | -1.9% | +3.1% |
| 6M | -15.7% | -12.8% | -2.8% | -14.9% |
| YTD | -28.2% | -23.3% | -5.0% | -26.9% |
| 1Y | -34.5% | -24.1% | -10.4% | -33.3% |
| 3Y | -2.9% | -32.1% | +29.2% | +6.6% |
| All | -2.9% | -31.4% | +28.5% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling