+508.4%
F vs MKC
+3,165.5%
-2,657.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.2% |
| 7D | +1.6% | +2.3% | -0.8% | +0.9% |
| 30D | +2.6% | +8.1% | -5.5% | +0.4% |
| 3M | -8.8% | -6.4% | -2.4% | -7.4% |
| 6M | +4.6% | +1.8% | +2.8% | +3.4% |
| YTD | -1.9% | -26.9% | +25.0% | +5.6% |
| 1Y | -0.8% | -21.7% | +20.9% | +4.7% |
| 3Y | +43.5% | -18.7% | +62.2% | +48.1% |
| 5Y | -12.1% | -32.8% | +20.8% | -5.2% |
| 10Y | +83.6% | +27.0% | +56.7% | +60.3% |
| All | +508.4% | +3,165.5% | -2,657.1% | +173.7% |
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