-8.8%
IT vs MKC
-18.2%
+9.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -4.0% | -0.1% |
| 7D | -5.5% | +9.6% | -15.1% | -7.7% |
| 30D | +10.3% | +12.0% | -1.7% | +7.4% |
| 3M | +11.5% | -2.0% | +13.5% | +11.5% |
| 6M | +40.3% | +7.2% | +33.1% | +40.0% |
| YTD | -17.9% | -23.7% | +5.9% | -18.4% |
| 1Y | -8.8% | -18.3% | +9.5% | -13.2% |
| All | -8.8% | -18.2% | +9.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling