+45.7%
DUK vs MKC
-31.4%
+77.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.3% |
| 30D | -2.4% | -3.1% | +0.7% | -1.8% |
| 3M | -3.0% | +5.2% | -8.2% | -4.3% |
| 6M | -6.6% | -12.8% | +6.3% | -4.0% |
| YTD | +4.6% | -23.3% | +27.8% | +10.3% |
| 1Y | +1.2% | -24.1% | +25.3% | +7.0% |
| 3Y | +45.7% | -32.1% | +77.8% | +48.9% |
| All | +45.7% | -31.4% | +77.1% | +48.9% |
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