+160.3%
EBAY vs MKC
-31.4%
+191.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +4.2% | -1.5% | +5.7% | +4.4% |
| 30D | +5.6% | -3.1% | +8.8% | +6.0% |
| 3M | -1.4% | +5.2% | -6.6% | -1.9% |
| 6M | +18.2% | -12.8% | +31.0% | +20.5% |
| YTD | +24.8% | -23.3% | +48.1% | +29.7% |
| 1Y | +18.0% | -24.1% | +42.1% | +22.8% |
| 3Y | +160.3% | -32.1% | +192.4% | +185.4% |
| All | +160.3% | -31.4% | +191.7% | +185.4% |
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 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