+130.7%
FIX vs MKC
-24.0%
+154.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.2% |
| 7D | +6.1% | -4.3% | +10.4% | +3.6% |
| 30D | -2.7% | -2.0% | -0.7% | -3.4% |
| 3M | -10.9% | +10.0% | -20.9% | -5.4% |
| 6M | +29.0% | -18.5% | +47.5% | +24.0% |
| YTD | +76.9% | -22.4% | +99.3% | +66.5% |
| 1Y | +130.7% | -23.6% | +154.4% | +118.5% |
| All | +130.7% | -24.0% | +154.8% | +118.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling