-58.9%
AMC vs MKC
-21.4%
-37.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.8% |
| 7D | +3.5% | -3.0% | +6.5% | +3.9% |
| 30D | +12.5% | +4.8% | +7.6% | +11.8% |
| 3M | +23.6% | -12.8% | +36.4% | +25.0% |
| 6M | +144.4% | +5.0% | +139.3% | +144.6% |
| YTD | +108.3% | -29.1% | +137.4% | +110.4% |
| 1Y | +38.9% | -26.4% | +65.3% | +40.1% |
| 3Y | -58.9% | -21.6% | -37.2% | -62.5% |
| All | -58.9% | -21.4% | -37.4% | -62.5% |
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