-98.9%
AMC vs MKC
+26.1%
-125.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -0.8% | -4.3% | +3.6% | -0.6% |
| 30D | -1.2% | -2.0% | +0.8% | -1.0% |
| 3M | +42.2% | +10.0% | +32.2% | +41.7% |
| 6M | +118.8% | -18.5% | +137.3% | +120.2% |
| YTD | +64.1% | -22.4% | +86.5% | +65.3% |
| 1Y | -9.5% | -23.6% | +14.1% | -8.8% |
| 3Y | -64.3% | -30.4% | -33.9% | -64.1% |
| 5Y | -99.5% | -34.2% | -65.3% | -99.5% |
| 10Y | -98.9% | +26.8% | -125.7% | -99.0% |
| All | -98.9% | +26.1% | -125.0% | -99.0% |
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 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