+301.8%
AMD vs MKC
-18.6%
+320.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.3% | +14.4% | +10.0% |
| 7D | -11.0% | +2.3% | -13.4% | -10.2% |
| 30D | -30.5% | +8.1% | -38.6% | -28.5% |
| 3M | -8.2% | -6.4% | -1.8% | -9.0% |
| 6M | +6.6% | +1.8% | +4.8% | +8.4% |
| YTD | +109.7% | -26.9% | +136.6% | +103.8% |
| 1Y | +88.9% | -21.7% | +110.6% | +84.5% |
| 3Y | +301.8% | -18.7% | +320.6% | +299.6% |
| All | +301.8% | -18.6% | +320.4% | +299.6% |
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