+54.2%
AR vs MKC
+24.3%
+29.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +6.4% | -7.3% | +13.7% | +7.7% |
| 30D | +3.1% | +4.0% | -0.8% | +2.2% |
| 3M | +3.3% | -11.5% | +14.7% | +5.2% |
| 6M | +6.6% | +1.1% | +5.5% | +5.6% |
| YTD | +12.3% | -29.9% | +42.2% | +18.8% |
| 1Y | +12.3% | -27.0% | +39.3% | +17.7% |
| 3Y | +50.4% | -22.3% | +72.8% | +53.0% |
| 5Y | +101.0% | -36.0% | +137.0% | +112.6% |
| All | +54.2% | +24.3% | +29.9% | +52.3% |
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