+96.6%
AMCR vs MKC
+139.3%
-42.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.0% | -2.8% | -2.1% | -4.3% |
| 30D | -8.0% | -3.4% | -4.6% | -7.2% |
| 3M | +14.3% | +3.8% | +10.5% | +13.0% |
| 6M | +5.3% | -17.9% | +23.3% | +10.3% |
| YTD | +7.7% | -23.6% | +31.4% | +14.9% |
| 1Y | +10.8% | -23.1% | +33.9% | +17.8% |
| 3Y | +9.6% | -31.5% | +41.1% | +19.0% |
| 5Y | -10.2% | -33.1% | +22.9% | -2.4% |
| 10Y | +16.5% | +29.3% | -12.8% | +24.3% |
| All | +96.6% | +139.3% | -42.7% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling