+49.4%
ED vs MKC
-21.5%
+70.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -0.9% | -7.0% | +6.1% | +0.9% |
| 30D | +11.2% | +4.1% | +7.1% | +10.1% |
| 3M | +11.8% | -10.3% | +22.1% | +14.5% |
| 6M | +14.1% | +1.7% | +12.4% | +13.1% |
| YTD | +23.0% | -29.1% | +52.1% | +33.0% |
| 1Y | +23.7% | -26.0% | +49.6% | +32.1% |
| All | +49.4% | -21.5% | +70.8% | +55.7% |
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 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