+7,765.4%
AMD vs MKC
+25.8%
+7,739.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -9.9% | -8.9% |
| 7D | +18.9% | -3.0% | +21.9% | +19.3% |
| 30D | -6.4% | +4.8% | -11.3% | -7.4% |
| 3M | +10.6% | -12.8% | +23.4% | +12.3% |
| 6M | +19.9% | +5.0% | +14.9% | +16.8% |
| YTD | +149.4% | -29.1% | +178.4% | +162.2% |
| 1Y | +115.4% | -26.4% | +141.8% | +123.9% |
| 3Y | +357.3% | -21.6% | +378.9% | +352.8% |
| 5Y | +261.1% | -35.2% | +296.4% | +271.6% |
| All | +7,765.4% | +25.8% | +7,739.6% | +7,586.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling