-98.7%
AMC vs MKC
+25.4%
-124.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.4% | +8.4% |
| 7D | +6.6% | -1.9% | +8.5% | +6.7% |
| 30D | +14.1% | +8.0% | +6.1% | +13.5% |
| 3M | +31.3% | -8.6% | +39.9% | +31.9% |
| 6M | +126.7% | +1.1% | +125.6% | +126.8% |
| YTD | +117.9% | -27.7% | +145.6% | +120.2% |
| 1Y | +41.1% | -23.7% | +64.8% | +42.3% |
| 3Y | -61.0% | -19.4% | -41.6% | -60.9% |
| 5Y | -99.1% | -33.3% | -65.8% | -99.1% |
| 10Y | -98.7% | +24.0% | -122.7% | -98.8% |
| All | -98.7% | +25.4% | -124.0% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling