+5.8%
AMCR vs MKC
-31.4%
+37.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -6.3% | -1.5% | -4.8% | -5.9% |
| 30D | -7.8% | -3.1% | -4.7% | -7.0% |
| 3M | +7.5% | +5.2% | +2.3% | +5.7% |
| 6M | +2.7% | -12.8% | +15.5% | +7.2% |
| YTD | +6.0% | -23.3% | +29.3% | +15.3% |
| 1Y | +7.8% | -24.1% | +31.9% | +17.4% |
| 3Y | +5.8% | -32.1% | +37.9% | +18.2% |
| All | +5.8% | -31.4% | +37.2% | +18.2% |
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