+77.5%
AME vs MKC
-36.0%
+113.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +8.1% | -7.3% | +15.4% | +9.1% |
| 30D | -3.8% | +4.0% | -7.7% | -4.6% |
| 3M | -6.6% | -11.5% | +4.8% | -5.2% |
| 6M | +4.6% | +1.1% | +3.5% | +3.4% |
| YTD | +17.9% | -29.9% | +47.8% | +24.9% |
| 1Y | +23.2% | -27.0% | +50.2% | +29.3% |
| 3Y | +62.9% | -22.3% | +85.3% | +65.4% |
| 5Y | +77.5% | -36.0% | +113.5% | +91.9% |
| All | +77.5% | -36.0% | +113.6% | +91.9% |
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