+615.0%
F vs MKC
+3,376.8%
-2,761.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +5.3% | -5.9% | +11.2% | +7.1% |
| 30D | +4.6% | -0.9% | +5.5% | +4.8% |
| 3M | -3.7% | +12.7% | -16.4% | -7.2% |
| 6M | +16.8% | -19.3% | +36.1% | +22.9% |
| YTD | +15.3% | -22.2% | +37.4% | +22.2% |
| 1Y | +31.0% | -23.3% | +54.3% | +39.2% |
| 3Y | +45.4% | -30.0% | +75.4% | +56.7% |
| 5Y | +54.7% | -33.8% | +88.4% | +67.7% |
| 10Y | +98.2% | +24.4% | +73.8% | +74.4% |
| All | +615.0% | +3,376.8% | -2,761.7% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling