+143.8%
GOOGL vs MKC
-31.2%
+175.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -1.9% | -4.3% | +2.5% | -1.9% |
| 30D | -7.5% | -3.1% | -4.4% | -7.5% |
| 3M | -9.2% | +6.8% | -16.0% | -9.0% |
| 6M | +8.1% | -18.3% | +26.4% | +8.2% |
| YTD | +5.8% | -23.1% | +28.9% | +6.1% |
| 1Y | +38.3% | -23.7% | +62.0% | +38.9% |
| All | +143.8% | -31.2% | +175.0% | +153.8% |
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