+49.1%
D vs MKC
+25.8%
+23.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -1.4% | -3.0% | +1.6% | -0.1% |
| 30D | +7.7% | +4.8% | +2.9% | +5.5% |
| 3M | -0.3% | -12.8% | +12.6% | +5.5% |
| 6M | +10.1% | +5.0% | +5.0% | +6.4% |
| YTD | +19.1% | -29.1% | +48.1% | +36.6% |
| 1Y | +15.9% | -26.4% | +42.3% | +30.5% |
| 3Y | +75.0% | -21.6% | +96.6% | +87.1% |
| 5Y | +13.4% | -35.2% | +48.6% | +29.7% |
| All | +49.1% | +25.8% | +23.3% | +27.6% |
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