+41.2%
GOOGL vs MKC
-23.2%
+64.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.8% |
| 7D | 0.0% | -1.5% | +1.5% | -0.1% |
| 30D | -1.4% | -3.1% | +1.7% | -1.6% |
| 3M | -5.3% | +5.2% | -10.5% | -4.4% |
| 6M | +9.8% | -12.8% | +22.6% | +7.8% |
| YTD | +8.4% | -23.3% | +31.6% | +4.1% |
| 1Y | +41.2% | -24.1% | +65.3% | +35.7% |
| All | +41.2% | -23.2% | +64.3% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling