+76.5%
DE vs MKC
-31.7%
+108.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | +9.7% | -3.4% | +13.1% | +10.0% |
| 3M | +21.4% | +3.8% | +17.6% | +20.3% |
| 6M | +15.0% | -17.9% | +32.9% | +19.5% |
| YTD | +46.4% | -23.6% | +70.0% | +54.0% |
| 1Y | +45.6% | -23.1% | +68.7% | +52.7% |
| All | +76.5% | -31.7% | +108.1% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling