+46.0%
F vs MKC
-21.4%
+67.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -3.1% | -3.0% | -0.1% | -2.6% |
| 30D | 0.0% | +4.8% | -4.8% | -0.8% |
| 3M | -13.2% | -12.8% | -0.4% | -11.2% |
| 6M | -10.2% | +5.0% | -15.2% | -11.4% |
| YTD | -4.9% | -29.1% | +24.1% | +1.8% |
| 1Y | -6.1% | -26.4% | +20.3% | -0.5% |
| 3Y | +46.0% | -21.6% | +67.6% | +49.1% |
| All | +46.0% | -21.4% | +67.4% | +49.1% |
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