+33.1%
GDDY vs MKC
-31.4%
+64.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | +6.8% | -3.1% | +9.9% | +7.4% |
| 3M | +30.5% | +5.2% | +25.3% | +29.8% |
| 6M | +13.3% | -12.8% | +26.1% | +14.9% |
| YTD | -21.0% | -23.3% | +2.3% | -18.9% |
| 1Y | -34.0% | -24.1% | -9.9% | -32.2% |
| 3Y | +33.1% | -32.1% | +65.2% | +39.5% |
| All | +33.1% | -31.4% | +64.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling