-45.9%
IT vs MKC
-33.4%
-12.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -9.1% | -4.3% | -4.8% | -8.2% |
| 30D | -12.2% | -3.1% | -9.0% | -11.5% |
| 3M | +7.8% | +6.8% | +1.0% | +6.8% |
| 6M | +2.0% | -18.3% | +20.3% | +5.5% |
| YTD | -32.7% | -23.1% | -9.7% | -29.8% |
| 1Y | -31.1% | -23.7% | -7.4% | -28.0% |
| 3Y | -52.1% | -31.0% | -21.1% | -48.7% |
| All | -45.9% | -33.4% | -12.5% | -41.0% |
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