+142.4%
AMT vs MKC
+25.8%
+116.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +1.5% | -3.0% | +4.5% | +2.8% |
| 30D | +6.8% | +4.8% | +2.0% | +4.5% |
| 3M | +11.2% | -12.8% | +24.0% | +17.6% |
| 6M | +12.5% | +5.0% | +7.5% | +9.0% |
| YTD | +12.5% | -29.1% | +41.6% | +29.0% |
| 1Y | +10.1% | -26.4% | +36.5% | +24.0% |
| 3Y | +16.0% | -21.6% | +37.6% | +24.2% |
| 5Y | -17.2% | -35.2% | +18.1% | -5.4% |
| All | +142.4% | +25.8% | +116.6% | +117.2% |
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