-21.6%
MKC vs ALK
+13.2%
-34.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.9% |
| 30D | +4.8% | +7.7% | -2.9% | +4.1% |
| 3M | -12.8% | -19.0% | +6.2% | -11.7% |
| 6M | +5.0% | -0.2% | +5.2% | +4.1% |
| YTD | -29.1% | -23.5% | -5.6% | -28.2% |
| 1Y | -26.4% | -9.1% | -17.3% | -27.0% |
| 3Y | -21.6% | +12.0% | -33.6% | -25.0% |
| All | -21.6% | +13.2% | -34.8% | -25.0% |
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 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