+253.4%
AG vs MKC
-31.4%
+284.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -2.9% |
| 7D | -6.7% | -1.5% | -5.3% | -6.7% |
| 30D | +2.2% | -3.1% | +5.3% | +2.3% |
| 3M | +15.7% | +5.2% | +10.5% | +15.4% |
| 6M | -23.8% | -12.8% | -11.0% | -21.8% |
| YTD | +17.6% | -23.3% | +40.9% | +22.7% |
| 1Y | +88.6% | -24.1% | +112.7% | +97.0% |
| 3Y | +253.4% | -32.1% | +285.5% | +215.8% |
| All | +253.4% | -31.4% | +284.8% | +215.8% |
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