+23.9%
IR vs MKC
-21.5%
+45.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.1% | -7.0% | +8.1% | +2.3% |
| 30D | +7.6% | +4.1% | +3.5% | +6.5% |
| 3M | +0.1% | -10.3% | +10.4% | +1.9% |
| 6M | +14.0% | +1.7% | +12.3% | +13.0% |
| YTD | +7.5% | -29.1% | +36.6% | +14.7% |
| 1Y | +10.1% | -26.0% | +36.1% | +16.4% |
| All | +23.9% | -21.5% | +45.4% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling