+6,438.2%
EW vs MKC
+1,103.8%
+5,334.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -5.9% | +5.5% | +1.6% |
| 30D | +1.0% | -0.9% | +1.9% | +1.3% |
| 3M | +2.8% | +12.7% | -9.9% | -1.4% |
| 6M | +5.5% | -19.3% | +24.8% | +12.2% |
| YTD | +5.5% | -22.2% | +27.6% | +12.9% |
| 1Y | +11.0% | -23.3% | +34.4% | +19.3% |
| 3Y | +17.7% | -30.0% | +47.7% | +27.6% |
| 5Y | -25.7% | -33.8% | +8.0% | -19.1% |
| 10Y | +132.8% | +24.4% | +108.4% | +97.1% |
| All | +6,438.2% | +1,103.8% | +5,334.4% | +2,791.8% |
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