+80.2%
MKC vs ALLE
+327.3%
-247.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +8.1% | +25.3% | -17.2% | +1.5% |
| 3M | -6.4% | +10.3% | -16.7% | -9.1% |
| 6M | +1.8% | +38.0% | -36.3% | -7.5% |
| YTD | -26.9% | +17.8% | -44.7% | -30.7% |
| 1Y | -21.7% | +13.6% | -35.3% | -25.1% |
| 3Y | -18.7% | +89.2% | -107.9% | -33.7% |
| 5Y | -32.8% | +51.1% | -83.9% | -42.5% |
| 10Y | +27.0% | +228.1% | -201.2% | -14.0% |
| All | +80.2% | +327.3% | -247.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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