+230.7%
GM vs MKC
+223.4%
+7.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -1.1% | -4.3% | +3.2% | +0.2% |
| 30D | -4.6% | -3.1% | -1.5% | -3.7% |
| 3M | +0.2% | +6.8% | -6.6% | -2.4% |
| 6M | +12.6% | -18.3% | +31.0% | +19.2% |
| YTD | +3.7% | -23.1% | +26.7% | +11.4% |
| 1Y | +45.6% | -23.7% | +69.3% | +56.5% |
| 3Y | +162.0% | -31.0% | +193.0% | +187.1% |
| 5Y | +80.5% | -33.5% | +114.0% | +96.6% |
| 10Y | +231.3% | +30.3% | +201.1% | +143.3% |
| All | +230.7% | +223.4% | +7.3% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling