+43.3%
IR vs MKC
-33.2%
+76.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +0.6% | -4.3% | +5.0% | +1.6% |
| 30D | -13.6% | -2.0% | -11.6% | -13.3% |
| 3M | +3.7% | +10.0% | -6.3% | +1.2% |
| 6M | -13.1% | -18.5% | +5.5% | -8.9% |
| YTD | -5.1% | -22.4% | +17.3% | +0.3% |
| 1Y | -6.5% | -23.6% | +17.2% | -0.9% |
| 3Y | +8.5% | -30.4% | +38.9% | +17.6% |
| 5Y | +43.3% | -34.2% | +77.5% | +50.4% |
| All | +43.3% | -33.2% | +76.6% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling