+26.8%
MKC vs ALK
-38.6%
+65.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -2.0% | -18.5% | +16.5% | -0.3% |
| 3M | +10.0% | -3.6% | +13.5% | +9.9% |
| 6M | -18.5% | -3.7% | -14.8% | -18.9% |
| YTD | -22.4% | -19.0% | -3.4% | -21.7% |
| 1Y | -23.6% | -36.0% | +12.4% | -21.2% |
| 3Y | -30.4% | +2.3% | -32.8% | -32.7% |
| 5Y | -34.2% | -27.8% | -6.4% | -35.1% |
| 10Y | +26.8% | -39.0% | +65.8% | +17.6% |
| All | +26.8% | -38.6% | +65.4% | +17.6% |
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