+12,471.5%
FIX vs MKC
+1,420.9%
+11,050.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +6.0% | -5.9% | +11.9% | +8.1% |
| 30D | -7.2% | -0.9% | -6.4% | -7.2% |
| 3M | -15.9% | +12.7% | -28.6% | -20.5% |
| 6M | +12.7% | -19.3% | +32.0% | +19.2% |
| YTD | +72.8% | -22.2% | +94.9% | +83.7% |
| 1Y | +122.9% | -23.3% | +146.2% | +136.5% |
| 3Y | +774.3% | -30.0% | +804.3% | +830.2% |
| 5Y | +2,049.5% | -33.8% | +2,083.2% | +2,197.2% |
| 10Y | +5,821.5% | +24.4% | +5,797.0% | +4,632.7% |
| All | +12,471.5% | +1,420.9% | +11,050.5% | +5,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling