+64.7%
D vs MKC
-30.0%
+94.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +1.5% | -5.9% | +7.3% | +3.2% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | 0.0% | +12.7% | -12.7% | -4.0% |
| 6M | +7.4% | -19.3% | +26.7% | +14.4% |
| YTD | +15.9% | -22.2% | +38.0% | +24.5% |
| 1Y | +18.1% | -23.3% | +41.5% | +27.4% |
| All | +64.7% | -30.0% | +94.7% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling