+4,605.7%
ADSK vs MKC
+3,311.3%
+1,294.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.6% |
| 7D | -10.9% | -2.8% | -8.1% | -10.2% |
| 30D | -15.9% | -3.4% | -12.5% | -15.1% |
| 3M | -4.4% | +3.8% | -8.1% | -5.3% |
| 6M | -16.6% | -17.9% | +1.3% | -12.5% |
| YTD | -28.5% | -23.6% | -4.9% | -24.0% |
| 1Y | -34.6% | -23.1% | -11.6% | -30.8% |
| 3Y | -3.5% | -31.5% | +28.1% | +4.1% |
| 5Y | -25.6% | -33.1% | +7.5% | -20.1% |
| 10Y | +216.6% | +29.3% | +187.3% | +178.1% |
| All | +4,605.7% | +3,311.3% | +1,294.4% | +2,031.1% |
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