+2,207.4%
ED vs MKC
+3,376.8%
-1,169.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.1% |
| 7D | -0.2% | -5.9% | +5.7% | +1.3% |
| 30D | -0.1% | -0.9% | +0.7% | 0.0% |
| 3M | +3.9% | +12.7% | -8.8% | +0.7% |
| 6M | -3.0% | -19.3% | +16.3% | +1.5% |
| YTD | +10.7% | -22.2% | +32.8% | +16.6% |
| 1Y | +13.3% | -23.3% | +36.7% | +19.7% |
| 3Y | +34.5% | -30.0% | +64.5% | +43.8% |
| 5Y | +67.1% | -33.8% | +100.9% | +80.0% |
| 10Y | +103.0% | +24.4% | +78.6% | +90.4% |
| All | +2,207.4% | +3,376.8% | -1,169.4% | +1,121.3% |
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