+114.6%
ALL vs MKC
-21.5%
+136.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.6% | -7.0% | +4.5% | -0.4% |
| 30D | +12.7% | +4.1% | +8.6% | +11.4% |
| 3M | +0.4% | -10.3% | +10.7% | +3.5% |
| 6M | +23.8% | +1.7% | +22.1% | +23.0% |
| YTD | +27.8% | -29.1% | +56.9% | +40.1% |
| 1Y | +28.9% | -26.0% | +54.9% | +39.2% |
| All | +114.6% | -21.5% | +136.1% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling