+2,450.7%
EXC vs MKC
+3,067.0%
-616.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | -7.0% | +5.7% | +0.5% |
| 30D | +8.3% | +4.1% | +4.2% | +7.1% |
| 3M | +2.6% | -10.3% | +12.9% | +5.3% |
| 6M | +5.2% | +1.7% | +3.5% | +4.3% |
| YTD | +7.5% | -29.1% | +36.6% | +16.4% |
| 1Y | +3.2% | -26.0% | +29.1% | +10.4% |
| 3Y | +29.5% | -21.5% | +51.0% | +35.1% |
| 5Y | +39.7% | -35.0% | +74.7% | +51.7% |
| 10Y | +200.1% | +25.6% | +174.5% | +180.4% |
| All | +2,450.7% | +3,067.0% | -616.3% | +1,382.9% |
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