+2,271.9%
D vs MKC
+3,376.8%
-1,104.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | -5.9% | +6.3% | +2.0% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | -1.0% | +12.7% | -13.7% | -4.4% |
| 6M | +6.3% | -19.3% | +25.6% | +11.6% |
| YTD | +14.7% | -22.2% | +36.9% | +21.3% |
| 1Y | +16.9% | -23.3% | +40.3% | +23.9% |
| 3Y | +56.8% | -30.0% | +86.8% | +69.0% |
| 5Y | +5.2% | -33.8% | +39.0% | +14.3% |
| 10Y | +35.9% | +24.4% | +11.4% | +28.5% |
| All | +2,271.9% | +3,376.8% | -1,104.8% | +1,350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling