-16.8%
MKC vs AHR
+360.2%
-377.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.8% | -3.0% | +0.2% | -2.3% |
| 30D | -3.4% | +2.6% | -6.0% | -3.8% |
| 3M | +3.8% | +16.0% | -12.3% | +1.5% |
| 6M | -17.9% | +3.1% | -21.0% | -18.4% |
| YTD | -23.6% | +16.0% | -39.7% | -25.4% |
| 1Y | -23.1% | +28.0% | -51.0% | -26.1% |
| All | -16.8% | +360.2% | -377.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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