+1,370.8%
AMAT vs MKC
+21.5%
+1,349.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.9% |
| 7D | -2.5% | -2.4% | 0.0% | -2.2% |
| 30D | -26.5% | +5.4% | -31.9% | -27.6% |
| 3M | -28.6% | -11.1% | -17.4% | -27.4% |
| 6M | -14.2% | -1.4% | -12.9% | -15.5% |
| YTD | +45.5% | -29.4% | +74.9% | +55.4% |
| 1Y | +59.3% | -24.7% | +84.1% | +66.7% |
| 3Y | +153.1% | -21.8% | +174.9% | +153.2% |
| 5Y | +158.2% | -36.0% | +194.2% | +169.7% |
| 10Y | +1,370.8% | +24.9% | +1,345.9% | +1,042.4% |
| All | +1,370.8% | +21.5% | +1,349.3% | +1,042.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling