+998.2%
C vs MKC
+3,165.5%
-2,167.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.6% |
| 7D | -2.4% | +2.3% | -4.7% | -3.2% |
| 30D | -6.0% | +8.1% | -14.1% | -8.6% |
| 3M | -10.5% | -6.4% | -4.1% | -9.0% |
| 6M | -5.7% | +1.8% | -7.5% | -7.3% |
| YTD | +4.1% | -26.9% | +31.0% | +12.8% |
| 1Y | +20.5% | -21.7% | +42.2% | +27.4% |
| 3Y | +208.1% | -18.7% | +226.8% | +216.3% |
| 5Y | +110.4% | -32.8% | +143.2% | +126.0% |
| 10Y | +234.6% | +27.0% | +207.6% | +176.4% |
| All | +998.2% | +3,165.5% | -2,167.2% | +282.1% |
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