+79.7%
MKC vs ALLY
+98.1%
-18.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | +2.3% | +0.9% | +1.4% | +2.3% |
| 30D | +8.1% | +3.1% | +5.0% | +7.8% |
| 3M | -6.4% | -12.6% | +6.1% | -5.2% |
| 6M | +1.8% | -12.4% | +14.2% | +3.1% |
| YTD | -26.9% | -13.2% | -13.7% | -26.0% |
| 1Y | -21.7% | +1.8% | -23.5% | -22.2% |
| 3Y | -18.7% | +58.0% | -76.7% | -24.0% |
| 5Y | -32.8% | -8.4% | -24.4% | -34.8% |
| 10Y | +27.0% | +195.3% | -168.3% | +3.4% |
| All | +79.7% | +98.1% | -18.4% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling