+162.1%
EQX vs MKC
-31.4%
+193.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.2% | -1.5% | -1.7% | -3.1% |
| 30D | +7.8% | -3.1% | +10.9% | +8.0% |
| 3M | +21.3% | +5.2% | +16.1% | +20.7% |
| 6M | -22.4% | -12.8% | -9.6% | -20.8% |
| YTD | -11.3% | -23.3% | +12.0% | -8.0% |
| 1Y | +13.5% | -24.1% | +37.6% | +18.0% |
| 3Y | +162.1% | -32.1% | +194.2% | +149.9% |
| All | +162.1% | -31.4% | +193.5% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling