+116.1%
ALL vs MKC
-34.7%
+150.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -2.2% | -4.3% | +2.1% | -0.9% |
| 30D | -5.6% | -3.1% | -2.5% | -4.7% |
| 3M | +17.2% | +6.8% | +10.4% | +14.8% |
| 6M | +23.2% | -18.3% | +41.6% | +30.4% |
| YTD | +23.6% | -23.1% | +46.7% | +32.8% |
| 1Y | +29.2% | -23.7% | +52.8% | +38.8% |
| 3Y | +153.8% | -31.0% | +184.8% | +180.7% |
| 5Y | +116.1% | -33.5% | +149.6% | +136.0% |
| All | +116.1% | -34.7% | +150.8% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling