+233.4%
EQX vs MKC
-13.8%
+247.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.9% |
| 7D | -7.0% | -2.8% | -4.2% | -6.5% |
| 30D | +4.8% | -3.4% | +8.2% | +5.5% |
| 3M | +25.6% | +3.8% | +21.9% | +24.2% |
| 6M | -25.8% | -17.9% | -7.9% | -22.8% |
| YTD | -12.7% | -23.6% | +10.9% | -7.8% |
| 1Y | +14.1% | -23.1% | +37.1% | +19.9% |
| 3Y | +165.7% | -31.5% | +197.3% | +184.6% |
| 5Y | +81.2% | -33.1% | +114.3% | +94.7% |
| All | +233.4% | -13.8% | +247.2% | +273.8% |
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