+100,756.0%
AMAT vs MKC
+3,165.5%
+97,590.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +5.2% |
| 7D | -14.7% | +2.3% | -17.1% | -15.5% |
| 30D | -36.1% | +8.1% | -44.2% | -38.0% |
| 3M | -36.9% | -6.4% | -30.4% | -36.2% |
| 6M | -22.2% | +1.8% | -24.0% | -24.4% |
| YTD | +29.9% | -26.9% | +56.8% | +39.1% |
| 1Y | +43.3% | -21.7% | +65.0% | +49.5% |
| 3Y | +142.7% | -18.7% | +161.4% | +143.4% |
| 5Y | +126.2% | -32.8% | +159.0% | +137.2% |
| 10Y | +1,211.7% | +27.0% | +1,184.8% | +974.7% |
| All | +100,756.0% | +3,165.5% | +97,590.6% | +32,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling