+137.8%
AS vs MKC
-25.5%
+163.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +4.5% | -2.4% | +6.9% | +4.9% |
| 30D | +13.2% | +5.4% | +7.8% | +12.4% |
| 3M | -11.9% | -11.1% | -0.8% | -10.4% |
| 6M | -11.6% | -1.4% | -10.2% | -11.5% |
| YTD | -14.7% | -29.4% | +14.7% | -10.0% |
| 1Y | +5.7% | -24.7% | +30.4% | +9.9% |
| All | +137.8% | -25.5% | +163.2% | +158.1% |
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