+7,843.3%
FIX vs MKC
+1,328.5%
+6,514.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.8% | +6.5% |
| 7D | -17.5% | +2.3% | -19.8% | -18.5% |
| 30D | -41.6% | +8.1% | -49.7% | -43.6% |
| 3M | -40.6% | -6.4% | -34.2% | -40.1% |
| 6M | -49.4% | +1.8% | -51.2% | -51.1% |
| YTD | +9.2% | -26.9% | +36.1% | +17.2% |
| 1Y | +6.5% | -21.7% | +28.2% | +11.0% |
| 3Y | +448.7% | -18.7% | +467.5% | +441.9% |
| 5Y | +948.7% | -32.8% | +981.5% | +994.5% |
| 10Y | +3,659.7% | +27.0% | +3,632.8% | +2,836.6% |
| All | +7,843.3% | +1,328.5% | +6,514.8% | +3,183.9% |
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