+44.5%
AUR vs MKC
-16.8%
+61.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.7% |
| 7D | +1.4% | -1.5% | +2.9% | +0.8% |
| 30D | -6.4% | -3.1% | -3.3% | -7.4% |
| 3M | +7.7% | +5.2% | +2.5% | +10.2% |
| 6M | +44.5% | -12.8% | +57.3% | +44.9% |
| All | +44.5% | -16.8% | +61.3% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling