+153.8%
B vs MKC
-33.2%
+187.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +2.3% | -4.3% | +6.7% | +3.1% |
| 30D | +1.4% | -2.0% | +3.4% | +1.6% |
| 3M | +12.2% | +10.0% | +2.2% | +9.6% |
| 6M | -2.1% | -18.5% | +16.4% | +2.6% |
| YTD | +2.9% | -22.4% | +25.4% | +9.1% |
| 1Y | +55.3% | -23.6% | +78.9% | +64.9% |
| 3Y | +198.7% | -30.4% | +229.1% | +222.8% |
| 5Y | +153.8% | -34.2% | +188.0% | +150.2% |
| All | +153.8% | -33.2% | +187.0% | +150.2% |
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