+985.8%
ASX vs MKC
+25.8%
+960.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | +12.4% | -3.0% | +15.4% | +12.8% |
| 30D | -19.8% | +4.8% | -24.6% | -20.7% |
| 3M | -10.3% | -12.8% | +2.5% | -8.7% |
| 6M | +1.2% | +5.0% | -3.8% | -1.4% |
| YTD | +123.0% | -29.1% | +152.1% | +136.8% |
| 1Y | +145.4% | -26.4% | +171.8% | +157.9% |
| 3Y | +368.6% | -21.6% | +390.2% | +369.8% |
| 5Y | +486.0% | -35.2% | +521.3% | +511.6% |
| All | +985.8% | +25.8% | +960.0% | +820.0% |
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