+10.5%
COMP vs MKC
+0.4%
+10.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.1% | +11.4% |
| 7D | +13.4% | +2.3% | +11.1% | +12.6% |
| 30D | +11.1% | +8.1% | +3.0% | +9.7% |
| 3M | -18.8% | -6.4% | -12.4% | -18.7% |
| 6M | +10.5% | +1.8% | +8.7% | +7.8% |
| All | +10.5% | +0.4% | +10.1% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling