+579.1%
AU vs MKC
-31.4%
+610.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -4.1% |
| 30D | +7.3% | -3.1% | +10.4% | +7.6% |
| 3M | +26.3% | +5.2% | +21.1% | +25.0% |
| 6M | +1.8% | -12.8% | +14.6% | +4.4% |
| YTD | +26.8% | -23.3% | +50.1% | +33.5% |
| 1Y | +66.7% | -24.1% | +90.8% | +75.5% |
| 3Y | +579.1% | -32.1% | +611.2% | +600.6% |
| All | +579.1% | -31.4% | +610.5% | +600.6% |
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