-98.8%
AMC vs MKC
+24.3%
-123.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | +8.4% | -7.3% | +15.7% | +9.0% |
| 30D | +9.2% | +4.0% | +5.2% | +8.9% |
| 3M | +32.0% | -11.5% | +43.5% | +32.9% |
| 6M | +149.3% | +1.1% | +148.2% | +149.5% |
| YTD | +114.1% | -29.9% | +144.0% | +116.8% |
| 1Y | +35.8% | -27.0% | +62.8% | +37.3% |
| 3Y | -58.3% | -22.3% | -36.0% | -58.2% |
| 5Y | -99.2% | -36.0% | -63.2% | -99.2% |
| All | -98.8% | +24.3% | -123.1% | -98.9% |
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