+67.3%
AG vs MKC
-33.9%
+101.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.7% |
| 7D | -5.8% | -2.8% | -3.0% | -5.3% |
| 30D | +6.4% | -3.4% | +9.7% | +6.9% |
| 3M | +28.4% | +3.8% | +24.6% | +27.1% |
| 6M | -24.5% | -17.9% | -6.5% | -20.9% |
| YTD | +21.2% | -23.6% | +44.8% | +28.8% |
| 1Y | +114.1% | -23.1% | +137.2% | +126.4% |
| 3Y | +268.0% | -31.5% | +299.6% | +296.4% |
| 5Y | +67.3% | -33.1% | +100.4% | +68.6% |
| All | +67.3% | -33.9% | +101.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling