+336.0%
IR vs MKC
+13.9%
+322.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.1% | -7.0% | +8.1% | +2.7% |
| 30D | +7.6% | +4.1% | +3.5% | +6.3% |
| 3M | +0.1% | -10.3% | +10.4% | +2.4% |
| 6M | +14.0% | +1.7% | +12.3% | +12.7% |
| YTD | +7.5% | -29.1% | +36.6% | +15.7% |
| 1Y | +10.1% | -26.0% | +36.1% | +17.3% |
| 3Y | +24.9% | -21.5% | +46.3% | +29.6% |
| 5Y | +46.9% | -35.0% | +81.9% | +58.2% |
| All | +336.0% | +13.9% | +322.0% | +303.0% |
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 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