+47.9%
DE vs MKC
-23.4%
+71.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.2% |
| 7D | +10.0% | -5.9% | +15.9% | +9.8% |
| 30D | +13.3% | -0.9% | +14.2% | +13.2% |
| 3M | +17.5% | +12.7% | +4.8% | +17.2% |
| 6M | +13.6% | -19.3% | +32.9% | +18.2% |
| YTD | +49.8% | -22.2% | +71.9% | +54.8% |
| 1Y | +47.9% | -23.3% | +71.2% | +52.6% |
| All | +47.9% | -23.4% | +71.3% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling