+211.9%
B vs MKC
+26.7%
+185.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.0% | -4.3% | +5.4% | +2.0% |
| 30D | +9.5% | -3.1% | +12.6% | +10.1% |
| 3M | +14.3% | +6.8% | +7.5% | +12.1% |
| 6M | -1.9% | -18.3% | +16.5% | +2.5% |
| YTD | +4.1% | -23.1% | +27.1% | +10.2% |
| 1Y | +56.1% | -23.7% | +79.8% | +65.2% |
| 3Y | +202.0% | -31.0% | +233.0% | +224.9% |
| 5Y | +158.8% | -33.5% | +192.3% | +178.2% |
| 10Y | +211.9% | +30.3% | +181.6% | +183.8% |
| All | +211.9% | +26.7% | +185.2% | +183.8% |
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 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