+376.6%
GH vs MKC
-31.7%
+408.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -1.2% | -2.8% | +1.6% | -0.8% |
| 30D | -3.7% | -3.4% | -0.3% | -3.3% |
| 3M | +21.7% | +3.8% | +17.9% | +20.5% |
| 6M | +75.7% | -17.9% | +93.7% | +82.3% |
| YTD | +55.7% | -23.6% | +79.3% | +63.6% |
| 1Y | +181.1% | -23.1% | +204.2% | +194.2% |
| All | +376.6% | -31.7% | +408.3% | +345.7% |
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 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