+13,164.2%
GOOG vs MKC
+400.6%
+12,763.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | -4.3% | +2.8% | -0.1% |
| 30D | -7.7% | -3.1% | -4.6% | -6.8% |
| 3M | -9.3% | +6.8% | -16.1% | -11.7% |
| 6M | +7.4% | -18.3% | +25.8% | +14.0% |
| YTD | +4.9% | -23.1% | +27.9% | +12.9% |
| 1Y | +37.2% | -23.7% | +60.9% | +47.4% |
| 3Y | +141.6% | -31.0% | +172.6% | +163.2% |
| 5Y | +128.8% | -33.5% | +162.3% | +147.7% |
| 10Y | +772.7% | +30.3% | +742.5% | +566.4% |
| All | +13,164.2% | +400.6% | +12,763.6% | +5,321.9% |
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 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