+99.6%
DE vs MKC
-33.0%
+132.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | +9.0% | -3.1% | +12.1% | +9.5% |
| 3M | +19.1% | +5.2% | +14.0% | +17.5% |
| 6M | +14.4% | -12.8% | +27.2% | +17.5% |
| YTD | +45.9% | -23.3% | +69.2% | +54.2% |
| 1Y | +43.6% | -24.1% | +67.7% | +51.9% |
| 3Y | +75.9% | -32.1% | +108.0% | +90.2% |
| All | +99.6% | -33.0% | +132.6% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling