+94.8%
AUR vs MKC
-31.4%
+126.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | +1.4% | -1.5% | +2.9% | +1.6% |
| 30D | -6.4% | -3.1% | -3.3% | -6.2% |
| 3M | +7.7% | +5.2% | +2.5% | +6.3% |
| 6M | +44.5% | -12.8% | +57.3% | +50.1% |
| YTD | +67.4% | -23.3% | +90.7% | +80.1% |
| 1Y | +15.4% | -24.1% | +39.6% | +24.2% |
| 3Y | +94.8% | -32.1% | +127.0% | +117.0% |
| All | +94.8% | -31.4% | +126.2% | +117.0% |
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 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