-7.3%
F vs MKC
-27.0%
+19.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.7% |
| 7D | -3.9% | -7.3% | +3.4% | -3.1% |
| 30D | -0.5% | +4.0% | -4.4% | -0.6% |
| 3M | -12.9% | -11.5% | -1.5% | -12.1% |
| 6M | +1.5% | +1.1% | +0.5% | +1.4% |
| YTD | -5.0% | -29.9% | +24.9% | -1.1% |
| 1Y | -7.3% | -27.0% | +19.7% | -4.4% |
| All | -7.3% | -27.0% | +19.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling