+207.0%
C vs MKC
+25.8%
+181.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +4.2% | -3.0% | +7.1% | +4.9% |
| 30D | +2.0% | +4.8% | -2.8% | +0.7% |
| 3M | -10.1% | -12.8% | +2.7% | -7.6% |
| 6M | +1.0% | +5.0% | -4.0% | -1.0% |
| YTD | +8.5% | -29.1% | +37.5% | +16.3% |
| 1Y | +25.7% | -26.4% | +52.1% | +33.3% |
| 3Y | +216.0% | -21.6% | +237.6% | +224.1% |
| 5Y | +112.3% | -35.2% | +147.6% | +126.0% |
| All | +207.0% | +25.8% | +181.2% | +196.6% |
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