-49.3%
COMP vs MKC
-38.0%
-11.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.1% | +12.2% |
| 7D | +13.4% | +2.3% | +11.1% | +12.2% |
| 30D | +11.1% | +8.1% | +3.0% | +7.3% |
| 3M | -18.8% | -6.4% | -12.4% | -16.7% |
| 6M | +10.5% | +1.8% | +8.7% | +8.2% |
| YTD | -3.4% | -26.9% | +23.5% | +9.8% |
| 1Y | +19.7% | -21.7% | +41.4% | +30.3% |
| 3Y | +381.6% | -18.7% | +400.3% | +404.2% |
| 5Y | -17.6% | -32.8% | +15.2% | +10.7% |
| All | -49.3% | -38.0% | -11.3% | -34.8% |
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 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