-30.1%
GDDY vs MKC
-23.4%
-6.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.0% |
| 7D | +3.7% | -5.9% | +9.6% | +5.3% |
| 30D | +10.4% | -0.9% | +11.3% | +10.6% |
| 3M | +19.4% | +12.7% | +6.7% | +18.0% |
| 6M | +14.3% | -19.3% | +33.6% | +14.4% |
| YTD | -18.4% | -22.2% | +3.8% | -17.7% |
| 1Y | -30.1% | -23.3% | -6.8% | -29.3% |
| All | -30.1% | -23.4% | -6.7% | -29.3% |
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