+45.8%
AR vs MKC
-29.9%
+75.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.8% | -4.3% | +2.5% | -1.7% |
| 30D | +12.6% | -2.0% | +14.6% | +12.6% |
| 3M | +10.0% | +10.0% | 0.0% | +9.7% |
| 6M | +0.6% | -18.5% | +19.2% | +1.4% |
| YTD | +13.4% | -22.4% | +35.8% | +14.5% |
| 1Y | +21.7% | -23.6% | +45.3% | +23.2% |
| 3Y | +45.8% | -30.4% | +76.3% | +37.2% |
| All | +45.8% | -29.9% | +75.7% | +37.2% |
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