+274.5%
IR vs MKC
+22.7%
+251.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -3.1% | -2.8% | -0.2% | -2.4% |
| 30D | -14.0% | -3.4% | -10.6% | -13.3% |
| 3M | +3.7% | +3.8% | 0.0% | +2.6% |
| 6M | -15.4% | -17.9% | +2.6% | -11.6% |
| YTD | -7.7% | -23.6% | +15.9% | -2.1% |
| 1Y | -8.8% | -23.1% | +14.3% | -3.6% |
| 3Y | +5.6% | -31.5% | +37.1% | +14.0% |
| 5Y | +34.3% | -33.1% | +67.4% | +44.2% |
| All | +274.5% | +22.7% | +251.8% | +241.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling