+7,464.4%
EW vs MKC
+991.4%
+6,473.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | +9.3% | -2.4% | +11.7% | +10.1% |
| 30D | +22.1% | +5.4% | +16.7% | +19.8% |
| 3M | +13.0% | -11.1% | +24.1% | +17.0% |
| 6M | +30.1% | -1.4% | +31.5% | +29.8% |
| YTD | +22.0% | -29.4% | +51.4% | +34.5% |
| 1Y | +23.7% | -24.7% | +48.4% | +33.3% |
| 3Y | +62.0% | -21.8% | +83.8% | +68.3% |
| 5Y | -12.4% | -36.0% | +23.6% | -4.0% |
| 10Y | +236.1% | +24.9% | +211.1% | +182.5% |
| All | +7,464.4% | +991.4% | +6,473.0% | +3,343.6% |
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