+476.0%
A vs MKC
+993.2%
-517.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -1.9% | -5.9% | +3.9% | +0.2% |
| 30D | +6.9% | -0.9% | +7.8% | +7.1% |
| 3M | +9.2% | +12.7% | -3.5% | +4.0% |
| 6M | +25.7% | -19.3% | +45.0% | +34.5% |
| YTD | +11.5% | -22.2% | +33.7% | +20.3% |
| 1Y | +18.4% | -23.3% | +41.7% | +28.1% |
| 3Y | +26.6% | -30.0% | +56.6% | +39.6% |
| 5Y | -12.8% | -33.8% | +20.9% | -3.6% |
| 10Y | +247.2% | +24.4% | +222.7% | +191.5% |
| All | +476.0% | +993.2% | -517.2% | +286.3% |
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