+120.4%
AS vs MKC
-17.8%
+138.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.7% |
| 7D | -4.9% | -5.9% | +1.0% | -4.1% |
| 30D | -19.6% | -0.9% | -18.7% | -19.5% |
| 3M | -14.4% | +12.7% | -27.1% | -15.9% |
| 6M | -20.1% | -19.3% | -0.8% | -17.3% |
| YTD | -20.9% | -22.2% | +1.2% | -17.7% |
| 1Y | -21.9% | -23.3% | +1.5% | -18.6% |
| All | +120.4% | -17.8% | +138.2% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling