-29.4%
EW vs MKC
-34.7%
+5.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -5.1% | -4.3% | -0.8% | -4.4% |
| 30D | -6.4% | -3.1% | -3.3% | -5.9% |
| 3M | -1.6% | +6.8% | -8.4% | -2.6% |
| 6M | +2.3% | -18.3% | +20.6% | +5.6% |
| YTD | +1.1% | -23.1% | +24.1% | +5.3% |
| 1Y | +8.0% | -23.7% | +31.7% | +12.6% |
| 3Y | +16.3% | -31.0% | +47.4% | +22.9% |
| 5Y | -29.4% | -33.5% | +4.1% | -23.2% |
| All | -29.4% | -34.7% | +5.3% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling