+13.7%
COMP vs MKC
-25.6%
+39.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.2% |
| 7D | +7.2% | -2.4% | +9.6% | +7.3% |
| 30D | +6.4% | +5.4% | +1.0% | +6.4% |
| 3M | -19.4% | -11.1% | -8.3% | -19.6% |
| 6M | +14.6% | -1.4% | +16.0% | +14.8% |
| YTD | -5.5% | -29.4% | +23.9% | -6.7% |
| 1Y | +13.7% | -24.7% | +38.4% | +11.4% |
| All | +13.7% | -25.6% | +39.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling