+7,692.7%
EW vs MKC
+997.0%
+6,695.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +4.9% | -3.0% | +7.9% | +5.9% |
| 30D | +23.9% | +4.8% | +19.1% | +21.9% |
| 3M | +15.8% | -12.8% | +28.6% | +20.6% |
| 6M | +31.7% | +5.0% | +26.6% | +28.8% |
| YTD | +25.7% | -29.1% | +54.7% | +38.3% |
| 1Y | +24.4% | -26.4% | +50.8% | +35.1% |
| 3Y | +65.9% | -21.6% | +87.5% | +72.2% |
| 5Y | -7.6% | -35.2% | +27.6% | +0.8% |
| 10Y | +253.2% | +25.6% | +227.6% | +196.4% |
| All | +7,692.7% | +997.0% | +6,695.7% | +3,441.7% |
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 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