+41.1%
AR vs MKC
+29.3%
+11.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | +3.5% | -3.4% | +6.9% | +4.1% |
| 3M | +9.9% | +3.8% | +6.1% | +8.9% |
| 6M | +4.5% | -17.9% | +22.5% | +8.0% |
| YTD | +13.7% | -23.6% | +37.3% | +18.8% |
| 1Y | +19.2% | -23.1% | +42.3% | +24.2% |
| 3Y | +46.2% | -31.5% | +77.7% | +54.5% |
| 5Y | +145.9% | -33.1% | +179.0% | +159.3% |
| All | +41.1% | +29.3% | +11.8% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling