+40.5%
ALL vs MKC
-18.2%
+58.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +1.5% |
| 7D | +7.5% | +9.6% | -2.1% | +5.1% |
| 30D | +19.7% | +12.0% | +7.7% | +16.5% |
| 3M | +2.9% | -2.0% | +4.9% | +3.1% |
| 6M | +23.5% | +7.2% | +16.3% | +21.7% |
| YTD | +31.1% | -23.7% | +54.9% | +36.8% |
| 1Y | +40.5% | -18.3% | +58.8% | +41.7% |
| All | +40.5% | -18.2% | +58.7% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling