+3,800.0%
FIX vs MKC
+25.4%
+3,774.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.1% | +10.5% | +9.6% |
| 7D | -7.2% | -1.9% | -5.3% | -7.2% |
| 30D | -35.1% | +8.0% | -43.1% | -36.5% |
| 3M | -34.3% | -8.6% | -25.6% | -33.5% |
| 6M | -42.9% | +1.1% | -44.0% | -44.1% |
| YTD | +19.5% | -27.7% | +47.1% | +27.1% |
| 1Y | +16.8% | -23.7% | +40.5% | +22.0% |
| 3Y | +506.7% | -19.4% | +526.1% | +493.2% |
| 5Y | +1,046.7% | -33.3% | +1,080.0% | +1,078.9% |
| 10Y | +3,800.0% | +24.0% | +3,776.0% | +3,240.3% |
| All | +3,800.0% | +25.4% | +3,774.6% | +3,240.3% |
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