+24.9%
MKC vs ALK
-39.7%
+64.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -2.4% | +12.9% | -15.4% | -3.5% |
| 30D | +5.4% | +5.5% | -0.2% | +4.7% |
| 3M | -11.1% | -12.1% | +1.0% | -10.3% |
| 6M | -1.4% | +1.7% | -3.1% | -2.3% |
| YTD | -29.4% | -17.4% | -12.0% | -29.0% |
| 1Y | -24.7% | -1.9% | -22.8% | -25.7% |
| 3Y | -21.8% | +21.2% | -43.1% | -25.7% |
| 5Y | -36.0% | -27.8% | -8.2% | -37.0% |
| 10Y | +24.9% | -41.0% | +66.0% | +15.0% |
| All | +24.9% | -39.7% | +64.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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