+142.7%
AMAT vs MKC
-18.6%
+161.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +3.4% |
| 7D | -14.7% | +2.3% | -17.1% | -14.1% |
| 30D | -36.1% | +8.1% | -44.2% | -34.7% |
| 3M | -36.9% | -6.4% | -30.4% | -37.2% |
| 6M | -22.2% | +1.8% | -24.0% | -21.2% |
| YTD | +29.9% | -26.9% | +56.8% | +29.3% |
| 1Y | +43.3% | -21.7% | +65.0% | +42.8% |
| 3Y | +142.7% | -18.7% | +161.4% | +149.1% |
| All | +142.7% | -18.6% | +161.2% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling