-10.8%
DOW vs MKC
-13.9%
+3.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.7% |
| 7D | -2.4% | -5.9% | +3.5% | -0.1% |
| 30D | +0.4% | -0.9% | +1.3% | +0.6% |
| 3M | -14.4% | +12.7% | -27.1% | -18.8% |
| 6M | -7.0% | -19.3% | +12.3% | +0.4% |
| YTD | +30.2% | -22.2% | +52.4% | +42.2% |
| 1Y | +29.2% | -23.3% | +52.5% | +41.7% |
| 3Y | -36.7% | -30.0% | -6.7% | -28.4% |
| 5Y | -37.7% | -33.8% | -3.9% | -29.8% |
| All | -10.8% | -13.9% | +3.1% | -12.8% |
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