+124.0%
EW vs MKC
+29.3%
+94.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -3.4% | -2.8% | -0.5% | -2.6% |
| 30D | -7.4% | -3.4% | -4.0% | -6.5% |
| 3M | +0.9% | +3.8% | -2.9% | -0.3% |
| 6M | +1.2% | -17.9% | +19.1% | +6.5% |
| YTD | +1.8% | -23.6% | +25.4% | +9.0% |
| 1Y | +10.8% | -23.1% | +33.9% | +18.2% |
| 3Y | +17.1% | -31.5% | +48.7% | +27.4% |
| 5Y | -28.2% | -33.1% | +4.9% | -22.5% |
| All | +124.0% | +29.3% | +94.7% | +103.9% |
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 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