+15.2%
D vs MKC
-32.7%
+47.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.4% |
| 7D | +3.0% | +2.3% | +0.6% | +2.2% |
| 30D | +11.5% | +8.1% | +3.4% | +8.7% |
| 3M | +3.7% | -6.4% | +10.2% | +5.6% |
| 6M | +13.5% | +1.8% | +11.8% | +11.9% |
| YTD | +20.7% | -26.9% | +47.6% | +32.9% |
| 1Y | +18.2% | -21.7% | +39.9% | +26.7% |
| 3Y | +73.3% | -18.7% | +92.0% | +82.1% |
| All | +15.2% | -32.7% | +47.9% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling