+48.3%
D vs MKC
+21.5%
+26.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.3% |
| 7D | +2.4% | -2.4% | +4.8% | +3.5% |
| 30D | +10.9% | +5.4% | +5.5% | +8.3% |
| 3M | +2.8% | -11.1% | +14.0% | +7.9% |
| 6M | +12.7% | -1.4% | +14.1% | +12.1% |
| YTD | +20.3% | -29.4% | +49.7% | +38.4% |
| 1Y | +17.1% | -24.7% | +41.8% | +30.4% |
| 3Y | +75.1% | -21.8% | +97.0% | +87.5% |
| 5Y | +13.1% | -36.0% | +49.1% | +30.2% |
| 10Y | +48.3% | +24.9% | +23.3% | +27.0% |
| All | +48.3% | +21.5% | +26.8% | +27.0% |
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