+21.8%
DOW vs MKC
-23.2%
+44.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | -3.9% | -3.1% | -0.8% | -3.8% |
| 3M | -12.7% | +5.2% | -17.9% | -12.7% |
| 6M | -13.7% | -12.8% | -0.9% | -11.8% |
| YTD | +28.4% | -23.3% | +51.7% | +34.5% |
| 1Y | +21.8% | -24.1% | +45.9% | +29.7% |
| All | +21.8% | -23.2% | +44.9% | +29.7% |
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 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