+6,234.5%
IT vs MKC
+1,616.6%
+4,617.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +1.1% | -3.0% | +4.1% | +2.1% |
| 30D | -1.8% | +4.8% | -6.7% | -3.1% |
| 3M | +4.8% | -12.8% | +17.7% | +9.5% |
| 6M | +33.0% | +5.0% | +28.0% | +31.2% |
| YTD | -23.8% | -29.1% | +5.2% | -16.0% |
| 1Y | -16.5% | -26.4% | +9.9% | -9.1% |
| 3Y | -53.6% | -21.6% | -32.0% | -51.2% |
| 5Y | -42.1% | -35.2% | -6.9% | -36.4% |
| 10Y | +90.1% | +25.6% | +64.5% | +60.4% |
| All | +6,234.5% | +1,616.6% | +4,617.9% | +2,701.9% |
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