+147.1%
AMAT vs MKC
-35.5%
+182.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.6% |
| 7D | +11.4% | -3.0% | +14.3% | +11.1% |
| 30D | -17.0% | +4.8% | -21.9% | -16.8% |
| 3M | -30.6% | -12.8% | -17.8% | -30.9% |
| 6M | -14.9% | +5.0% | -20.0% | -15.3% |
| YTD | +44.7% | -29.1% | +73.7% | +47.1% |
| 1Y | +66.9% | -26.4% | +93.3% | +69.1% |
| 3Y | +153.3% | -21.6% | +174.9% | +151.3% |
| All | +147.1% | -35.5% | +182.6% | +183.6% |
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