-99.3%
AMC vs MKC
-32.7%
-66.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.3% | +2.5% |
| 7D | +2.6% | +2.3% | +0.3% | +2.3% |
| 30D | +9.0% | +8.1% | +0.9% | +7.6% |
| 3M | +22.2% | -6.4% | +28.6% | +23.3% |
| 6M | +91.5% | +1.8% | +89.7% | +91.1% |
| YTD | +101.3% | -26.9% | +128.2% | +108.5% |
| 1Y | +20.8% | -21.7% | +42.5% | +23.7% |
| 3Y | -71.3% | -18.7% | -52.6% | -71.7% |
| All | -99.3% | -32.7% | -66.6% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling