+157.2%
GEN vs MKC
+25.8%
+131.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | +2.0% | -3.0% | +5.0% | +2.9% |
| 30D | +27.7% | +4.8% | +22.9% | +26.2% |
| 3M | +3.3% | -12.8% | +16.1% | +6.9% |
| 6M | +31.8% | +5.0% | +26.8% | +29.8% |
| YTD | +13.5% | -29.1% | +42.6% | +23.2% |
| 1Y | +16.0% | -26.4% | +42.4% | +24.6% |
| 3Y | +70.6% | -21.6% | +92.2% | +78.7% |
| 5Y | +32.1% | -35.2% | +67.4% | +44.2% |
| All | +157.2% | +25.8% | +131.4% | +128.2% |
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