+21.3%
EXC vs MKC
-29.9%
+51.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +1.2% | -4.3% | +5.6% | +2.1% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -1.0% | +10.0% | -11.0% | -3.0% |
| 6M | -9.3% | -18.5% | +9.3% | -5.6% |
| YTD | +3.6% | -22.4% | +26.0% | +8.8% |
| 1Y | +5.9% | -23.6% | +29.5% | +11.5% |
| 3Y | +21.3% | -30.4% | +51.7% | +21.8% |
| All | +21.3% | -29.9% | +51.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling