+67.2%
F vs MKC
+24.3%
+42.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.6% |
| 7D | -3.9% | -7.3% | +3.4% | -2.0% |
| 30D | -0.5% | +4.0% | -4.4% | -1.5% |
| 3M | -12.9% | -11.5% | -1.5% | -10.4% |
| 6M | +1.5% | +1.1% | +0.5% | +0.6% |
| YTD | -5.0% | -29.9% | +24.9% | +3.3% |
| 1Y | -7.3% | -27.0% | +19.7% | -0.5% |
| 3Y | +45.3% | -22.3% | +67.6% | +51.5% |
| 5Y | -15.8% | -36.0% | +20.2% | -8.1% |
| All | +67.2% | +24.3% | +42.8% | +59.4% |
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