+100.0%
IT vs MKC
+29.9%
+70.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.8% | +5.1% |
| 7D | -3.7% | -1.5% | -2.2% | -3.3% |
| 30D | +0.1% | -3.1% | +3.2% | +0.9% |
| 3M | +20.7% | +5.2% | +15.5% | +19.5% |
| 6M | +12.0% | -12.8% | +24.8% | +15.6% |
| YTD | -28.8% | -23.3% | -5.5% | -24.6% |
| 1Y | -25.5% | -24.1% | -1.4% | -21.0% |
| 3Y | -48.8% | -32.1% | -16.6% | -44.4% |
| 5Y | -42.7% | -32.8% | -9.9% | -38.6% |
| All | +100.0% | +29.9% | +70.1% | +75.5% |
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