+3,393.7%
MKC vs ALK
+839.9%
+2,553.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +12.7% | -1.5% | +14.2% | +12.4% |
| 6M | -19.3% | -13.1% | -6.2% | -18.9% |
| YTD | -22.2% | -16.4% | -5.7% | -21.6% |
| 1Y | -23.3% | -33.1% | +9.7% | -21.1% |
| 3Y | -30.0% | +0.6% | -30.6% | -32.4% |
| 5Y | -33.8% | -26.4% | -7.4% | -34.8% |
| 10Y | +24.4% | -34.2% | +58.6% | +17.4% |
| All | +3,393.7% | +839.9% | +2,553.8% | +1,782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling