+61.4%
AMAT vs MKC
-18.2%
+79.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -0.7% |
| 7D | -11.2% | +9.6% | -20.8% | -7.0% |
| 30D | -31.9% | +12.0% | -43.9% | -27.7% |
| 3M | -32.3% | -2.0% | -30.3% | -31.8% |
| 6M | -5.4% | +7.2% | -12.6% | -0.5% |
| YTD | +44.3% | -23.7% | +68.0% | +43.0% |
| 1Y | +61.4% | -18.3% | +79.7% | +65.6% |
| All | +61.4% | -18.2% | +79.6% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling