+803.7%
B vs MKC
+3,376.8%
-2,573.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | -1.6% | -5.9% | +4.3% | -1.0% |
| 30D | +9.4% | -0.9% | +10.3% | +9.5% |
| 3M | +5.0% | +12.7% | -7.7% | +3.4% |
| 6M | -3.5% | -19.3% | +15.8% | -1.6% |
| YTD | +4.5% | -22.2% | +26.6% | +6.9% |
| 1Y | +67.8% | -23.3% | +91.1% | +71.8% |
| 3Y | +196.7% | -30.0% | +226.7% | +205.6% |
| 5Y | +151.9% | -33.8% | +185.7% | +160.2% |
| 10Y | +202.2% | +24.4% | +177.7% | +196.6% |
| All | +803.7% | +3,376.8% | -2,573.0% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling