+101.4%
EXE vs MKC
-34.7%
+136.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | -4.3% | +1.6% | -2.3% |
| 30D | -0.4% | -3.1% | +2.7% | -0.1% |
| 3M | +9.5% | +6.8% | +2.7% | +8.6% |
| 6M | -9.3% | -18.3% | +9.0% | -7.4% |
| YTD | -10.9% | -23.1% | +12.1% | -8.5% |
| 1Y | +4.3% | -23.7% | +28.0% | +7.1% |
| 3Y | +18.8% | -31.0% | +49.8% | +23.9% |
| 5Y | +101.4% | -33.5% | +134.9% | +112.7% |
| All | +101.4% | -34.7% | +136.1% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling