+565.2%
A vs MKC
+896.2%
-331.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.1% |
| 7D | -0.5% | -3.0% | +2.5% | +0.6% |
| 30D | 0.0% | +4.8% | -4.8% | -2.1% |
| 3M | +16.7% | -12.8% | +29.5% | +21.8% |
| 6M | +54.8% | +5.0% | +49.8% | +50.1% |
| YTD | +28.8% | -29.1% | +57.9% | +42.9% |
| 1Y | +19.3% | -26.4% | +45.7% | +30.4% |
| 3Y | +65.5% | -21.6% | +87.2% | +73.8% |
| 5Y | +12.1% | -35.2% | +47.3% | +23.9% |
| 10Y | +305.4% | +25.6% | +279.7% | +236.8% |
| All | +565.2% | +896.2% | -331.0% | +358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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