+262.7%
GE vs MKC
-31.2%
+293.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -1.2% | -4.3% | +3.1% | -1.0% |
| 30D | -11.3% | -3.1% | -8.2% | -11.1% |
| 3M | -1.4% | +6.8% | -8.2% | -2.2% |
| 6M | +1.2% | -18.3% | +19.5% | +3.3% |
| YTD | +5.9% | -23.1% | +29.0% | +8.6% |
| 1Y | +18.4% | -23.7% | +42.1% | +21.4% |
| All | +262.7% | -31.2% | +293.9% | +274.0% |
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 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