+294.7%
C vs MKC
+26.7%
+268.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +2.6% | -4.3% | +6.9% | +3.6% |
| 30D | +1.9% | -3.1% | +5.0% | +2.5% |
| 3M | +2.8% | +6.8% | -4.0% | +0.8% |
| 6M | +30.6% | -18.3% | +48.9% | +36.4% |
| YTD | +19.9% | -23.1% | +42.9% | +26.4% |
| 1Y | +44.6% | -23.7% | +68.2% | +52.4% |
| 3Y | +272.1% | -31.0% | +303.1% | +299.6% |
| 5Y | +132.0% | -33.5% | +165.5% | +147.5% |
| 10Y | +294.7% | +30.3% | +264.4% | +272.9% |
| All | +294.7% | +26.7% | +268.0% | +272.9% |
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