+214.8%
B vs MKC
+25.8%
+189.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | -7.3% | -3.0% | -4.3% | -6.7% |
| 30D | -3.3% | +4.8% | -8.2% | -4.4% |
| 3M | -7.8% | -12.8% | +5.1% | -5.2% |
| 6M | -15.5% | +5.0% | -20.6% | -17.2% |
| YTD | -12.3% | -29.1% | +16.8% | -5.7% |
| 1Y | +5.4% | -26.4% | +31.8% | +12.1% |
| 3Y | +165.5% | -21.6% | +187.2% | +174.8% |
| 5Y | +107.0% | -35.2% | +142.3% | +123.0% |
| All | +214.8% | +25.8% | +189.0% | +195.4% |
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