+49.5%
EQT vs MKC
+29.3%
+20.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.2% | -2.8% | +1.6% | -0.5% |
| 30D | +1.1% | -3.4% | +4.5% | +1.8% |
| 3M | +4.8% | +3.8% | +1.0% | +3.6% |
| 6M | -10.6% | -17.9% | +7.4% | -6.9% |
| YTD | +3.4% | -23.6% | +27.1% | +9.2% |
| 1Y | +8.7% | -23.1% | +31.8% | +14.3% |
| 3Y | +35.0% | -31.5% | +66.5% | +44.2% |
| 5Y | +204.2% | -33.1% | +237.3% | +225.0% |
| All | +49.5% | +29.3% | +20.2% | +29.7% |
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 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