+247.2%
AMAT vs MKC
-33.7%
+280.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.3% |
| 7D | -1.5% | -5.9% | +4.4% | -1.7% |
| 30D | -14.8% | -0.9% | -13.9% | -14.8% |
| 3M | -9.3% | +12.7% | -22.0% | -9.3% |
| 6M | +27.4% | -19.3% | +46.7% | +29.5% |
| YTD | +77.6% | -22.2% | +99.7% | +80.9% |
| 1Y | +188.9% | -23.3% | +212.3% | +194.7% |
| 3Y | +202.3% | -30.0% | +232.3% | +213.3% |
| All | +247.2% | -33.7% | +280.9% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling