+43.6%
DE vs MKC
-23.2%
+66.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.6% |
| 30D | +9.0% | -3.1% | +12.1% | +8.8% |
| 3M | +19.1% | +5.2% | +14.0% | +19.1% |
| 6M | +14.4% | -12.8% | +27.2% | +17.3% |
| YTD | +45.9% | -23.3% | +69.2% | +50.6% |
| 1Y | +43.6% | -24.1% | +67.7% | +47.4% |
| All | +43.6% | -23.2% | +66.8% | +47.4% |
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