-22.8%
LYB vs MKC
-31.4%
+8.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +0.3% | -1.5% | +1.7% | +0.6% |
| 30D | +2.5% | -3.1% | +5.6% | +3.1% |
| 3M | +1.4% | +5.2% | -3.8% | -0.2% |
| 6M | -3.5% | -12.8% | +9.3% | -0.2% |
| YTD | +52.0% | -23.3% | +75.3% | +63.6% |
| 1Y | +22.1% | -24.1% | +46.2% | +31.7% |
| 3Y | -22.8% | -32.1% | +9.3% | -16.4% |
| All | -22.8% | -31.4% | +8.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling