+291.3%
IR vs MKC
+25.1%
+266.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -2.8% | -5.9% | +3.0% | -1.4% |
| 30D | -15.1% | -0.9% | -14.3% | -15.0% |
| 3M | +6.1% | +12.7% | -6.7% | +2.7% |
| 6M | -16.8% | -19.3% | +2.5% | -12.7% |
| YTD | -3.5% | -22.2% | +18.6% | +1.9% |
| 1Y | -3.5% | -23.3% | +19.8% | +2.1% |
| 3Y | +9.5% | -30.0% | +39.5% | +17.5% |
| 5Y | +45.1% | -33.8% | +78.8% | +56.1% |
| All | +291.3% | +25.1% | +266.2% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling