-36.7%
AUR vs MKC
-35.8%
-0.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +0.2% | -2.8% | +3.0% | +0.7% |
| 30D | -8.9% | -3.4% | -5.5% | -8.5% |
| 3M | +4.6% | +3.8% | +0.9% | +3.3% |
| 6M | +44.9% | -17.9% | +62.8% | +52.0% |
| YTD | +64.8% | -23.6% | +88.5% | +75.8% |
| 1Y | +16.4% | -23.1% | +39.4% | +23.1% |
| 3Y | +85.1% | -31.5% | +116.6% | +100.6% |
| 5Y | -36.1% | -33.1% | -3.0% | -29.0% |
| All | -36.7% | -35.8% | -0.9% | -29.4% |
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