+42.8%
EQIX vs MKC
-31.4%
+74.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | +0.2% | -1.5% | +1.6% | +0.3% |
| 30D | -2.5% | -3.1% | +0.6% | -2.2% |
| 3M | 0.0% | +5.2% | -5.2% | -1.0% |
| 6M | +7.6% | -12.8% | +20.5% | +9.8% |
| YTD | +37.5% | -23.3% | +60.8% | +43.5% |
| 1Y | +32.9% | -24.1% | +57.0% | +38.9% |
| 3Y | +42.8% | -32.1% | +74.9% | +52.5% |
| All | +42.8% | -31.4% | +74.1% | +52.5% |
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