+3,716.0%
ALL vs MKC
+1,610.4%
+2,105.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | 0.0% | -5.9% | +5.9% | +2.1% |
| 30D | -1.5% | -0.9% | -0.6% | -1.2% |
| 3M | +23.6% | +12.7% | +10.9% | +18.5% |
| 6M | +22.3% | -19.3% | +41.6% | +30.8% |
| YTD | +26.5% | -22.2% | +48.7% | +36.3% |
| 1Y | +27.0% | -23.3% | +50.3% | +37.3% |
| 3Y | +149.6% | -30.0% | +179.6% | +175.2% |
| 5Y | +118.1% | -33.8% | +151.8% | +141.9% |
| 10Y | +369.0% | +24.4% | +344.5% | +307.4% |
| All | +3,716.0% | +1,610.4% | +2,105.5% | +1,622.9% |
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