+58.5%
AMAT vs MKC
-23.7%
+82.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.1% | +12.4% | +10.8% |
| 7D | -1.1% | -1.9% | +0.9% | -1.8% |
| 30D | -26.9% | +8.0% | -34.9% | -23.8% |
| 3M | -31.2% | -8.6% | -22.6% | -32.9% |
| 6M | -14.7% | +1.1% | -15.8% | -12.5% |
| YTD | +44.7% | -27.7% | +72.4% | +39.5% |
| All | +58.5% | -23.7% | +82.2% | +58.8% |
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 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