-26.5%
AR vs MKC
+87.3%
-113.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | +2.1% | -7.0% | +9.1% | +3.4% |
| 30D | +4.5% | +4.1% | +0.4% | +3.4% |
| 3M | +1.0% | -10.3% | +11.3% | +2.8% |
| 6M | +4.4% | +1.7% | +2.7% | +3.3% |
| YTD | +10.9% | -29.1% | +40.0% | +17.7% |
| 1Y | +8.6% | -26.0% | +34.5% | +14.0% |
| 3Y | +48.5% | -21.5% | +70.0% | +51.1% |
| 5Y | +95.7% | -35.0% | +130.8% | +107.2% |
| 10Y | +55.5% | +25.6% | +29.9% | +34.8% |
| All | -26.5% | +87.3% | -113.8% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling