+11.8%
AZO vs MKC
-31.4%
+43.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -1.5% | -2.1% | -3.2% |
| 30D | -5.6% | -3.1% | -2.4% | -4.9% |
| 3M | -6.6% | +5.2% | -11.8% | -7.8% |
| 6M | -22.5% | -12.8% | -9.7% | -20.4% |
| YTD | -15.2% | -23.3% | +8.1% | -10.5% |
| 1Y | -33.9% | -24.1% | -9.8% | -30.2% |
| 3Y | +11.8% | -32.1% | +43.9% | +22.3% |
| All | +11.8% | -31.4% | +43.2% | +22.3% |
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