+1,163.5%
C vs MKC
+3,376.8%
-2,213.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | +3.6% | -5.9% | +9.5% | +5.7% |
| 30D | +0.1% | -0.9% | +0.9% | +0.2% |
| 3M | +2.4% | +12.7% | -10.3% | -2.2% |
| 6M | +24.9% | -19.3% | +44.2% | +32.5% |
| YTD | +19.8% | -22.2% | +42.0% | +27.6% |
| 1Y | +44.9% | -23.3% | +68.2% | +54.5% |
| 3Y | +263.0% | -30.0% | +293.0% | +293.4% |
| 5Y | +129.5% | -33.8% | +163.3% | +149.0% |
| 10Y | +291.6% | +24.4% | +267.2% | +227.5% |
| All | +1,163.5% | +3,376.8% | -2,213.2% | +332.1% |
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