+54.1%
GH vs MKC
+2.9%
+51.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | +0.6% | -3.0% | +3.5% | +0.6% |
| 30D | -6.9% | +4.8% | -11.7% | -7.7% |
| 3M | -4.9% | -12.8% | +7.9% | -3.4% |
| 6M | +54.1% | +5.0% | +49.0% | +54.0% |
| All | +54.1% | +2.9% | +51.1% | +54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling