+95.7%
AR vs MKC
-35.7%
+131.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | +2.1% | -7.0% | +9.1% | +3.0% |
| 30D | +4.5% | +4.1% | +0.4% | +3.7% |
| 3M | +1.0% | -10.3% | +11.3% | +2.3% |
| 6M | +4.4% | +1.7% | +2.7% | +3.6% |
| YTD | +10.9% | -29.1% | +40.0% | +16.3% |
| 1Y | +8.6% | -26.0% | +34.5% | +12.7% |
| 3Y | +48.5% | -21.5% | +70.0% | +48.2% |
| 5Y | +95.7% | -35.0% | +130.8% | +117.8% |
| All | +95.7% | -35.7% | +131.5% | +117.8% |
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