+71.8%
GH vs MKC
-18.2%
+90.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.4% | -9.1% | -3.0% |
| 7D | -7.7% | +9.6% | -17.3% | -6.6% |
| 30D | -10.0% | +12.0% | -22.0% | -8.8% |
| 3M | +5.5% | -2.0% | +7.5% | +5.5% |
| 6M | +84.9% | +7.2% | +77.7% | +86.3% |
| YTD | +65.0% | -23.7% | +88.8% | +61.8% |
| 1Y | +71.8% | -18.3% | +90.1% | +69.7% |
| All | +71.8% | -18.2% | +90.0% | +69.7% |
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