+5,993.3%
FIX vs MKC
+26.1%
+5,967.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +6.1% | -4.3% | +10.4% | +7.0% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -10.9% | +10.0% | -20.9% | -13.7% |
| 6M | +29.0% | -18.5% | +47.5% | +34.8% |
| YTD | +76.9% | -22.4% | +99.3% | +86.5% |
| 1Y | +130.7% | -23.6% | +154.4% | +143.1% |
| 3Y | +790.7% | -30.4% | +821.1% | +844.7% |
| 5Y | +2,185.6% | -34.2% | +2,219.8% | +2,325.4% |
| 10Y | +5,993.3% | +26.8% | +5,966.5% | +5,110.4% |
| All | +5,993.3% | +26.1% | +5,967.2% | +5,110.4% |
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 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