+21.2%
EXE vs MKC
-21.4%
+42.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +5.3% | -3.0% | +8.3% | +5.3% |
| 30D | -2.2% | +4.8% | -7.0% | -2.2% |
| 3M | -5.9% | -12.8% | +7.0% | -5.7% |
| 6M | -5.7% | +5.0% | -10.7% | -5.8% |
| YTD | -17.8% | -29.1% | +11.2% | -17.5% |
| 1Y | -23.1% | -26.4% | +3.3% | -22.9% |
| 3Y | +21.2% | -21.6% | +42.8% | +18.7% |
| All | +21.2% | -21.4% | +42.6% | +18.7% |
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 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