+134.9%
AS vs MKC
-22.8%
+157.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | +6.9% | +2.3% | +4.6% | +6.6% |
| 30D | +16.0% | +8.1% | +7.9% | +14.6% |
| 3M | -12.8% | -6.4% | -6.4% | -12.1% |
| 6M | -15.4% | +1.8% | -17.2% | -15.7% |
| YTD | -15.7% | -26.9% | +11.1% | -11.6% |
| 1Y | +6.1% | -21.7% | +27.8% | +9.6% |
| All | +134.9% | -22.8% | +157.6% | +153.5% |
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