+153.3%
AMAT vs MKC
-21.4%
+174.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.4% |
| 7D | +11.4% | -3.0% | +14.3% | +10.5% |
| 30D | -17.0% | +4.8% | -21.9% | -15.9% |
| 3M | -30.6% | -12.8% | -17.8% | -32.0% |
| 6M | -14.9% | +5.0% | -20.0% | -14.0% |
| YTD | +44.7% | -29.1% | +73.7% | +42.8% |
| 1Y | +66.9% | -26.4% | +93.3% | +65.0% |
| 3Y | +153.3% | -21.6% | +174.9% | +159.5% |
| All | +153.3% | -21.4% | +174.7% | +159.5% |
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