+1,027.6%
FIX vs MKC
-35.5%
+1,063.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.2% |
| 7D | +9.4% | -3.0% | +12.4% | +9.0% |
| 30D | -27.8% | +4.8% | -32.6% | -27.4% |
| 3M | -35.6% | -12.8% | -22.7% | -35.8% |
| 6M | -45.2% | +5.0% | -50.2% | -45.3% |
| YTD | +19.5% | -29.1% | +48.5% | +21.6% |
| 1Y | +24.2% | -26.4% | +50.6% | +25.9% |
| 3Y | +494.2% | -21.6% | +515.8% | +475.2% |
| All | +1,027.6% | -35.5% | +1,063.1% | +1,050.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling