+153.7%
ALL vs MKC
-29.9%
+183.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -1.7% | -4.3% | +2.6% | -0.5% |
| 30D | -4.7% | -2.0% | -2.7% | -4.1% |
| 3M | +18.4% | +10.0% | +8.4% | +15.2% |
| 6M | +20.5% | -18.5% | +39.0% | +27.2% |
| YTD | +23.5% | -22.4% | +46.0% | +31.9% |
| 1Y | +29.0% | -23.6% | +52.6% | +38.2% |
| 3Y | +153.7% | -30.4% | +184.2% | +169.8% |
| All | +153.7% | -29.9% | +183.6% | +169.8% |
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 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