+56.1%
B vs MKC
-24.0%
+80.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.0% | -4.3% | +5.4% | +0.8% |
| 30D | +9.5% | -3.1% | +12.6% | +9.3% |
| 3M | +14.3% | +6.8% | +7.5% | +15.0% |
| 6M | -1.9% | -18.3% | +16.5% | +1.2% |
| YTD | +4.1% | -23.1% | +27.1% | +7.9% |
| 1Y | +56.1% | -23.7% | +79.8% | +60.1% |
| All | +56.1% | -24.0% | +80.1% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling