+755.6%
GOOGL vs MKC
+29.9%
+725.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | -1.4% | -3.1% | +1.7% | -0.7% |
| 3M | -5.3% | +5.2% | -10.5% | -6.7% |
| 6M | +9.8% | -12.8% | +22.6% | +12.8% |
| YTD | +8.4% | -23.3% | +31.6% | +14.5% |
| 1Y | +41.2% | -24.1% | +65.3% | +49.1% |
| 3Y | +149.6% | -32.1% | +181.7% | +168.4% |
| 5Y | +142.6% | -32.8% | +175.4% | +157.4% |
| All | +755.6% | +29.9% | +725.7% | +633.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling