+169.7%
EXE vs MKC
-36.7%
+206.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.1% | -1.5% | -1.7% | -3.0% |
| 30D | -0.9% | -3.1% | +2.2% | -0.6% |
| 3M | +9.6% | +5.2% | +4.4% | +8.9% |
| 6M | -11.6% | -12.8% | +1.2% | -10.5% |
| YTD | -12.6% | -23.3% | +10.7% | -10.4% |
| 1Y | +1.2% | -24.1% | +25.3% | +3.8% |
| 3Y | +18.0% | -32.1% | +50.1% | +22.9% |
| 5Y | +101.1% | -32.8% | +133.9% | +118.0% |
| All | +169.7% | -36.7% | +206.4% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling