+38.5%
D vs MKC
+26.7%
+11.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -0.4% | -4.3% | +3.9% | +1.5% |
| 30D | -2.1% | -3.1% | +1.0% | -0.9% |
| 3M | -0.7% | +6.8% | -7.6% | -4.4% |
| 6M | +5.6% | -18.3% | +23.9% | +14.5% |
| YTD | +14.6% | -23.1% | +37.6% | +27.2% |
| 1Y | +15.3% | -23.7% | +39.0% | +28.0% |
| 3Y | +59.1% | -31.0% | +90.1% | +82.8% |
| 5Y | +3.9% | -33.5% | +37.4% | +18.6% |
| 10Y | +38.5% | +30.3% | +8.2% | +16.4% |
| All | +38.5% | +26.7% | +11.8% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling