+14,337.8%
DE vs MKC
+3,364.7%
+10,973.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.7% | -4.3% | +5.0% | +1.9% |
| 30D | +9.6% | -2.0% | +11.6% | +10.1% |
| 3M | +19.0% | +10.0% | +9.0% | +15.2% |
| 6M | +16.1% | -18.5% | +34.6% | +21.5% |
| YTD | +47.0% | -22.4% | +69.4% | +55.7% |
| 1Y | +43.1% | -23.6% | +66.8% | +51.9% |
| 3Y | +77.5% | -30.4% | +107.9% | +91.0% |
| 5Y | +96.4% | -34.2% | +130.6% | +112.2% |
| 10Y | +852.9% | +26.8% | +826.1% | +730.8% |
| All | +14,337.8% | +3,364.7% | +10,973.1% | +6,010.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling