-29.7%
MKC vs ALK
+4.2%
-33.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -5.9% | -0.7% | -5.2% | -5.8% |
| 30D | -0.9% | -19.2% | +18.4% | +0.9% |
| 3M | +12.7% | -1.5% | +14.2% | +12.3% |
| 6M | -19.3% | -13.1% | -6.2% | -18.6% |
| YTD | -22.2% | -16.4% | -5.7% | -21.4% |
| 1Y | -23.3% | -33.1% | +9.7% | -20.5% |
| All | -29.7% | +4.2% | -33.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling