+146.2%
B vs MKC
-32.8%
+179.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +11.3% | -1.9% | +13.3% | +11.7% |
| 30D | +2.9% | +8.0% | -5.0% | +1.4% |
| 3M | -2.9% | -8.6% | +5.8% | -1.4% |
| 6M | -1.2% | +1.1% | -2.3% | -2.2% |
| YTD | -1.3% | -27.7% | +26.3% | +5.9% |
| 1Y | +30.4% | -23.7% | +54.1% | +37.8% |
| 3Y | +195.3% | -19.4% | +214.7% | +202.5% |
| 5Y | +146.2% | -33.3% | +179.6% | +165.1% |
| All | +146.2% | -32.8% | +179.0% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling