+3.4%
EXC vs MKC
-23.4%
+26.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.7% | -5.9% | +5.2% | +0.1% |
| 30D | -4.6% | -0.9% | -3.8% | -4.6% |
| 3M | -2.2% | +12.7% | -14.9% | -3.5% |
| 6M | -10.6% | -19.3% | +8.7% | -9.0% |
| YTD | +1.9% | -22.2% | +24.1% | +3.9% |
| 1Y | +3.4% | -23.3% | +26.7% | +5.4% |
| All | +3.4% | -23.4% | +26.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling