+66.9%
DD vs MKC
+29.9%
+37.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | -11.7% | -3.1% | -8.5% | -10.9% |
| 3M | -9.2% | +5.2% | -14.4% | -11.2% |
| 6M | -7.2% | -12.8% | +5.6% | -3.7% |
| YTD | +6.6% | -23.3% | +29.9% | +15.2% |
| 1Y | +32.0% | -24.1% | +56.1% | +42.8% |
| 3Y | +42.1% | -32.1% | +74.2% | +58.6% |
| 5Y | +58.1% | -32.8% | +90.9% | +73.4% |
| All | +66.9% | +29.9% | +37.0% | +50.0% |
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