+143.7%
AR vs MKC
-34.7%
+178.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.2% | -4.3% | +3.1% | -0.6% |
| 30D | +5.5% | -3.1% | +8.6% | +6.0% |
| 3M | +12.9% | +6.8% | +6.0% | +11.5% |
| 6M | +0.1% | -18.3% | +18.4% | +3.1% |
| YTD | +13.5% | -23.1% | +36.6% | +18.0% |
| 1Y | +21.6% | -23.7% | +45.2% | +26.3% |
| 3Y | +46.0% | -31.0% | +77.0% | +54.3% |
| 5Y | +143.7% | -33.5% | +177.3% | +166.9% |
| All | +143.7% | -34.7% | +178.4% | +166.9% |
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 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