+2,340.5%
EXC vs MKC
+3,376.8%
-1,036.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | -5.9% | +6.2% | +1.9% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -1.3% | +12.7% | -14.0% | -4.6% |
| 6M | -9.7% | -19.3% | +9.6% | -5.1% |
| YTD | +2.9% | -22.2% | +25.0% | +8.9% |
| 1Y | +4.4% | -23.3% | +27.7% | +10.7% |
| 3Y | +22.2% | -30.0% | +52.2% | +31.3% |
| 5Y | +46.7% | -33.8% | +80.5% | +58.7% |
| 10Y | +155.3% | +24.4% | +130.9% | +138.2% |
| All | +2,340.5% | +3,376.8% | -1,036.2% | +1,286.7% |
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