+199.0%
AMD vs MKC
-32.7%
+231.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.3% | +14.4% | +10.6% |
| 7D | -11.0% | +2.3% | -13.4% | -10.7% |
| 30D | -30.5% | +8.1% | -38.6% | -29.7% |
| 3M | -8.2% | -6.4% | -1.8% | -8.4% |
| 6M | +6.6% | +1.8% | +4.8% | +7.0% |
| YTD | +109.7% | -26.9% | +136.6% | +110.5% |
| 1Y | +88.9% | -21.7% | +110.6% | +88.7% |
| 3Y | +301.8% | -18.7% | +320.6% | +293.7% |
| All | +199.0% | -32.7% | +231.7% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling