+6,045.6%
IT vs MKC
+1,783.7%
+4,261.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.3% |
| 7D | -6.0% | -5.9% | -0.2% | -4.2% |
| 30D | 0.0% | -0.9% | +0.9% | +0.3% |
| 3M | +13.1% | +12.7% | +0.3% | +9.1% |
| 6M | +11.7% | -19.3% | +31.0% | +19.2% |
| YTD | -26.1% | -22.2% | -4.0% | -20.9% |
| 1Y | -21.3% | -23.3% | +2.1% | -15.4% |
| 3Y | -46.7% | -30.0% | -16.7% | -42.0% |
| 5Y | -40.5% | -33.8% | -6.7% | -35.0% |
| 10Y | +103.9% | +24.4% | +79.5% | +72.9% |
| All | +6,045.6% | +1,783.7% | +4,261.9% | +2,538.9% |
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