+780.7%
GOOG vs MKC
+29.9%
+750.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -2.0% | -3.1% | +1.2% | -1.3% |
| 3M | -5.9% | +5.2% | -11.0% | -7.2% |
| 6M | +8.9% | -12.8% | +21.7% | +11.9% |
| YTD | +7.1% | -23.3% | +30.4% | +13.1% |
| 1Y | +39.7% | -24.1% | +63.8% | +47.4% |
| 3Y | +145.8% | -32.1% | +177.9% | +164.2% |
| 5Y | +138.6% | -32.8% | +171.4% | +153.0% |
| All | +780.7% | +29.9% | +750.8% | +659.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling