+24.9%
MKC vs ALLY
+182.8%
-157.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -2.4% | -0.7% | -1.8% | -2.3% |
| 30D | +5.4% | +1.1% | +4.2% | +5.3% |
| 3M | -11.1% | -13.2% | +2.1% | -9.8% |
| 6M | -1.4% | -13.5% | +12.1% | 0.0% |
| YTD | -29.4% | -14.3% | -15.1% | -28.5% |
| 1Y | -24.7% | -1.1% | -23.6% | -24.9% |
| 3Y | -21.8% | +62.0% | -83.8% | -27.2% |
| 5Y | -36.0% | -9.6% | -26.4% | -37.8% |
| 10Y | +24.9% | +176.0% | -151.0% | +9.9% |
| All | +24.9% | +182.8% | -157.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling