+8,042.9%
AMD vs MKC
+25.8%
+8,017.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.3% |
| 7D | +13.1% | -7.0% | +20.1% | +14.1% |
| 30D | -7.0% | +4.1% | -11.0% | -7.8% |
| 3M | +16.6% | -10.3% | +26.9% | +17.9% |
| 6M | +20.5% | +1.7% | +18.8% | +18.2% |
| YTD | +158.2% | -29.1% | +187.3% | +171.5% |
| 1Y | +132.8% | -26.0% | +158.8% | +141.7% |
| 3Y | +366.2% | -21.5% | +387.7% | +361.4% |
| 5Y | +278.7% | -35.0% | +313.7% | +289.2% |
| All | +8,042.9% | +25.8% | +8,017.1% | +7,859.2% |
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 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