+151.3%
GEN vs MKC
+29.3%
+122.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.3% | -2.8% | -1.5% | -3.6% |
| 30D | +3.8% | -3.4% | +7.1% | +4.6% |
| 3M | +22.3% | +3.8% | +18.5% | +21.0% |
| 6M | +39.0% | -17.9% | +56.9% | +45.7% |
| YTD | +11.9% | -23.6% | +35.5% | +19.3% |
| 1Y | +4.5% | -23.1% | +27.6% | +11.0% |
| 3Y | +59.0% | -31.5% | +90.5% | +72.9% |
| 5Y | +22.0% | -33.1% | +55.1% | +32.1% |
| All | +151.3% | +29.3% | +122.0% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling