+14.5%
FIX vs MKC
-23.7%
+38.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.1% | +10.5% | +8.7% |
| 7D | -7.2% | -1.9% | -5.3% | -7.5% |
| 30D | -35.1% | +8.0% | -43.1% | -31.5% |
| 3M | -34.3% | -8.6% | -25.6% | -35.7% |
| 6M | -42.9% | +1.1% | -44.0% | -40.7% |
| YTD | +19.5% | -27.7% | +47.1% | +13.7% |
| All | +14.5% | -23.7% | +38.2% | +13.0% |
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