-17.9%
COMP vs MKC
-32.7%
+14.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.1% | +12.3% |
| 7D | +13.4% | +2.3% | +11.1% | +12.1% |
| 30D | +11.1% | +8.1% | +3.0% | +7.1% |
| 3M | -18.8% | -6.4% | -12.4% | -16.6% |
| 6M | +10.5% | +1.8% | +8.7% | +8.0% |
| YTD | -3.4% | -26.9% | +23.5% | +10.9% |
| 1Y | +19.7% | -21.7% | +41.4% | +31.1% |
| 3Y | +381.6% | -18.7% | +400.3% | +401.3% |
| All | -17.9% | -32.7% | +14.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling