+227.5%
LOW vs MKC
+29.9%
+197.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | -1.5% | -2.3% | -3.2% |
| 30D | -8.9% | -3.1% | -5.8% | -7.8% |
| 3M | -10.4% | +5.2% | -15.6% | -12.4% |
| 6M | -19.4% | -12.8% | -6.6% | -15.7% |
| YTD | -17.1% | -23.3% | +6.2% | -9.3% |
| 1Y | -26.3% | -24.1% | -2.2% | -19.2% |
| 3Y | -9.9% | -32.1% | +22.2% | +1.7% |
| 5Y | +6.1% | -32.8% | +38.9% | +18.1% |
| All | +227.5% | +29.9% | +197.7% | +199.4% |
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