-67.4%
AMC vs MKC
-30.0%
-37.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +2.3% | -5.9% | +8.2% | +2.7% |
| 30D | -0.7% | -0.9% | +0.1% | -0.7% |
| 3M | +35.2% | +12.7% | +22.5% | +35.1% |
| 6M | +124.6% | -19.3% | +143.9% | +124.0% |
| YTD | +69.9% | -22.2% | +92.0% | +69.2% |
| 1Y | -2.6% | -23.3% | +20.8% | -2.8% |
| All | -67.4% | -30.0% | -37.4% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling