+11,573.1%
COST vs MKC
+3,336.7%
+8,236.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.8% | -4.3% | +1.5% | -1.6% |
| 30D | -5.3% | -3.1% | -2.2% | -4.4% |
| 3M | -6.7% | +6.8% | -13.5% | -8.6% |
| 6M | -9.9% | -18.3% | +8.4% | -5.4% |
| YTD | +5.1% | -23.1% | +28.2% | +11.9% |
| 1Y | -7.3% | -23.7% | +16.4% | -1.3% |
| 3Y | +70.4% | -31.0% | +101.4% | +83.9% |
| 5Y | +104.4% | -33.5% | +137.9% | +121.7% |
| 10Y | +609.0% | +30.3% | +578.7% | +527.8% |
| All | +11,573.1% | +3,336.7% | +8,236.4% | +4,681.9% |
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