+17.1%
EW vs MKC
-29.9%
+46.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -4.4% | -4.3% | -0.1% | -4.0% |
| 30D | -3.3% | -2.0% | -1.3% | -3.2% |
| 3M | +1.0% | +10.0% | -9.0% | +0.3% |
| 6M | +6.2% | -18.5% | +24.7% | +8.2% |
| YTD | +1.7% | -22.4% | +24.1% | +4.1% |
| 1Y | +8.1% | -23.6% | +31.7% | +10.7% |
| 3Y | +17.1% | -30.4% | +47.5% | +15.7% |
| All | +17.1% | -29.9% | +46.9% | +15.7% |
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 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