+82.6%
ED vs MKC
-35.7%
+118.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -0.9% | -7.0% | +6.1% | +1.1% |
| 30D | +11.2% | +4.1% | +7.1% | +9.9% |
| 3M | +11.8% | -10.3% | +22.1% | +14.9% |
| 6M | +14.1% | +1.7% | +12.4% | +13.0% |
| YTD | +23.0% | -29.1% | +52.1% | +34.3% |
| 1Y | +23.7% | -26.0% | +49.6% | +33.2% |
| 3Y | +47.7% | -21.5% | +69.2% | +54.7% |
| 5Y | +82.6% | -35.0% | +117.7% | +90.9% |
| All | +82.6% | -35.7% | +118.3% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling