-42.4%
IT vs MKC
-35.5%
-6.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +1.1% | -3.0% | +4.1% | +1.8% |
| 30D | -1.8% | +4.8% | -6.7% | -2.7% |
| 3M | +4.8% | -12.8% | +17.7% | +8.1% |
| 6M | +33.0% | +5.0% | +28.0% | +32.7% |
| YTD | -23.8% | -29.1% | +5.2% | -19.0% |
| 1Y | -16.5% | -26.4% | +9.9% | -12.0% |
| 3Y | -53.6% | -21.6% | -32.0% | -51.9% |
| All | -42.4% | -35.5% | -6.9% | -37.1% |
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