-60.4%
EOSE vs MKC
-36.9%
-23.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -3.9% |
| 7D | +14.0% | -2.8% | +16.8% | +14.0% |
| 30D | -5.9% | -3.4% | -2.5% | -5.9% |
| 3M | -34.3% | +3.8% | -38.0% | -34.4% |
| 6M | -37.8% | -17.9% | -19.8% | -36.2% |
| YTD | -65.2% | -23.6% | -41.6% | -64.2% |
| 1Y | -41.9% | -23.1% | -18.8% | -40.6% |
| 3Y | +44.6% | -31.5% | +76.1% | +47.8% |
| 5Y | -69.2% | -33.1% | -36.1% | -65.2% |
| All | -60.4% | -36.9% | -23.5% | -56.6% |
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