+439.9%
AG vs MKC
+316.2%
+123.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +4.5% | -4.3% | +8.8% | +5.9% |
| 30D | +12.9% | -2.0% | +14.9% | +13.3% |
| 3M | +20.9% | +10.0% | +10.9% | +16.6% |
| 6M | -19.5% | -18.5% | -1.0% | -14.9% |
| YTD | +24.8% | -22.4% | +47.2% | +33.5% |
| 1Y | +120.2% | -23.6% | +143.9% | +135.7% |
| 3Y | +279.0% | -30.4% | +309.4% | +311.6% |
| 5Y | +67.9% | -34.2% | +102.1% | +83.7% |
| 10Y | +57.5% | +26.8% | +30.7% | +24.2% |
| All | +439.9% | +316.2% | +123.8% | +126.8% |
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 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