-18.8%
AMT vs MKC
-35.1%
+16.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.5% |
| 7D | +1.6% | -2.4% | +4.1% | +2.5% |
| 30D | +4.5% | +5.4% | -0.9% | +2.6% |
| 3M | +13.8% | -11.1% | +24.9% | +17.9% |
| 6M | +10.0% | -1.4% | +11.4% | +9.9% |
| YTD | +11.8% | -29.4% | +41.2% | +24.2% |
| 1Y | +10.2% | -24.7% | +35.0% | +19.7% |
| 3Y | +15.1% | -21.8% | +37.0% | +22.7% |
| 5Y | -18.8% | -36.0% | +17.2% | -1.0% |
| All | -18.8% | -35.1% | +16.3% | -1.0% |
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