+188.9%
AMAT vs MKC
-23.4%
+212.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +3.9% |
| 7D | -1.5% | -5.9% | +4.4% | -3.8% |
| 30D | -14.8% | -0.9% | -13.9% | -14.9% |
| 3M | -9.3% | +12.7% | -22.0% | -5.1% |
| 6M | +27.4% | -19.3% | +46.7% | +26.1% |
| YTD | +77.6% | -22.2% | +99.7% | +76.2% |
| 1Y | +188.9% | -23.3% | +212.3% | +195.7% |
| All | +188.9% | -23.4% | +212.3% | +195.7% |
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