+7.9%
AMT vs MKC
-29.9%
+37.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -0.2% | -4.3% | +4.2% | +1.2% |
| 30D | +1.8% | -2.0% | +3.9% | +2.4% |
| 3M | -6.2% | +10.0% | -16.2% | -9.2% |
| 6M | -5.0% | -18.5% | +13.5% | +0.8% |
| YTD | +2.1% | -22.4% | +24.5% | +9.8% |
| 1Y | -5.7% | -23.6% | +17.9% | +1.7% |
| 3Y | +7.9% | -30.4% | +38.4% | +20.1% |
| All | +7.9% | -29.9% | +37.8% | +20.1% |
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