-60.8%
EOSE vs MKC
-36.6%
-24.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +1.8% | -1.5% | +3.3% | +1.8% |
| 30D | -6.8% | -3.1% | -3.7% | -6.8% |
| 3M | -36.3% | +5.2% | -41.5% | -36.4% |
| 6M | -38.8% | -12.8% | -25.9% | -37.6% |
| YTD | -65.5% | -23.3% | -42.2% | -64.5% |
| 1Y | -45.3% | -24.1% | -21.2% | -43.8% |
| 3Y | +44.2% | -32.1% | +76.3% | +48.0% |
| 5Y | -69.5% | -32.8% | -36.7% | -65.6% |
| All | -60.8% | -36.6% | -24.2% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling