+91.3%
MKC vs ALLY
+124.8%
-33.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -5.9% | +3.7% | -9.5% | -6.2% |
| 30D | -0.9% | -2.3% | +1.4% | -0.7% |
| 3M | +12.7% | +3.8% | +8.9% | +12.2% |
| 6M | -19.3% | +9.7% | -29.0% | -20.2% |
| YTD | -22.2% | -1.4% | -20.7% | -22.3% |
| 1Y | -23.3% | +8.2% | -31.6% | -24.3% |
| 3Y | -30.0% | +66.5% | -96.5% | -34.9% |
| 5Y | -33.8% | +1.2% | -35.0% | -36.4% |
| 10Y | +24.4% | +191.4% | -167.0% | +1.6% |
| All | +91.3% | +124.8% | -33.5% | +59.1% |
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