+75.8%
GM vs MKC
-33.0%
+108.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -1.5% | -1.0% | -2.1% |
| 30D | -1.1% | -3.1% | +2.0% | -0.5% |
| 3M | +6.1% | +5.2% | +0.9% | +4.6% |
| 6M | +15.0% | -12.8% | +27.8% | +18.2% |
| YTD | +6.0% | -23.3% | +29.3% | +11.9% |
| 1Y | +47.1% | -24.1% | +71.2% | +55.5% |
| 3Y | +170.5% | -32.1% | +202.6% | +191.4% |
| All | +75.8% | -33.0% | +108.8% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling