+138.3%
GOOGL vs MKC
-33.9%
+172.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.8% | -2.8% | 0.0% | -2.6% |
| 30D | -3.2% | -3.4% | +0.2% | -2.9% |
| 3M | -6.6% | +3.8% | -10.4% | -7.0% |
| 6M | +8.5% | -17.9% | +26.4% | +10.8% |
| YTD | +6.5% | -23.6% | +30.1% | +9.6% |
| 1Y | +39.4% | -23.1% | +62.5% | +43.1% |
| 3Y | +146.2% | -31.5% | +177.7% | +158.2% |
| 5Y | +138.3% | -33.1% | +171.4% | +161.7% |
| All | +138.3% | -33.9% | +172.3% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling