-33.3%
MKC vs ALK
-29.1%
-4.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.7% |
| 7D | -1.9% | +8.9% | -10.8% | -2.7% |
| 30D | +8.0% | +5.9% | +2.0% | +7.2% |
| 3M | -8.6% | -16.5% | +7.9% | -7.5% |
| 6M | +1.1% | +2.1% | -1.1% | 0.0% |
| YTD | -27.7% | -17.1% | -10.6% | -27.2% |
| 1Y | -23.7% | -2.9% | -20.9% | -24.7% |
| 3Y | -19.4% | +24.5% | -43.9% | -24.4% |
| 5Y | -33.3% | -29.1% | -4.2% | -34.8% |
| All | -33.3% | -29.1% | -4.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling