+145.8%
GOOG vs MKC
-31.4%
+177.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | 0.0% | -1.5% | +1.5% | 0.0% |
| 30D | -2.0% | -3.1% | +1.2% | -2.0% |
| 3M | -5.9% | +5.2% | -11.0% | -5.7% |
| 6M | +8.9% | -12.8% | +21.7% | +9.1% |
| YTD | +7.1% | -23.3% | +30.4% | +7.4% |
| 1Y | +39.7% | -24.1% | +63.8% | +40.3% |
| 3Y | +145.8% | -32.1% | +177.9% | +156.8% |
| All | +145.8% | -31.4% | +177.2% | +156.8% |
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