+126.7%
AMAT vs MKC
-32.7%
+159.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +3.9% |
| 7D | -14.7% | +2.3% | -17.1% | -14.5% |
| 30D | -36.1% | +8.1% | -44.2% | -35.7% |
| 3M | -36.9% | -6.4% | -30.4% | -36.9% |
| 6M | -22.2% | +1.8% | -24.0% | -22.1% |
| YTD | +29.9% | -26.9% | +56.8% | +32.4% |
| 1Y | +43.3% | -21.7% | +65.0% | +45.0% |
| 3Y | +142.7% | -18.7% | +161.4% | +141.1% |
| All | +126.7% | -32.7% | +159.4% | +170.5% |
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 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