+91.9%
MKC vs ALLE
+260.9%
-169.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -5.9% | -0.2% | -5.6% | -5.8% |
| 30D | -0.9% | -6.8% | +5.9% | +1.0% |
| 3M | +12.7% | +21.0% | -8.3% | +6.4% |
| 6M | -19.3% | +1.1% | -20.4% | -20.1% |
| YTD | -22.2% | -0.5% | -21.6% | -22.6% |
| 1Y | -23.3% | -7.3% | -16.1% | -22.3% |
| 3Y | -30.0% | +42.3% | -72.3% | -38.0% |
| 5Y | -33.8% | +13.5% | -47.2% | -38.6% |
| 10Y | +24.4% | +144.0% | -119.6% | -8.8% |
| All | +91.9% | +260.9% | -169.0% | +28.9% |
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