+81.0%
F vs MKC
+25.4%
+55.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | +2.9% | +8.0% | -5.1% | +0.8% |
| 3M | -9.5% | -8.6% | -0.8% | -7.6% |
| 6M | +4.0% | +1.1% | +3.0% | +3.1% |
| YTD | -1.3% | -27.7% | +26.4% | +6.4% |
| 1Y | -1.9% | -23.7% | +21.8% | +4.1% |
| 3Y | +53.5% | -19.4% | +72.9% | +58.5% |
| 5Y | -15.1% | -33.3% | +18.2% | -8.4% |
| 10Y | +81.0% | +24.0% | +57.0% | +75.4% |
| All | +81.0% | +25.4% | +55.6% | +75.4% |
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