+632.8%
LYB vs MKC
+265.2%
+367.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | -1.5% | +1.7% | +0.9% |
| 30D | +2.5% | -3.1% | +5.6% | +3.7% |
| 3M | +1.4% | +5.2% | -3.8% | -1.6% |
| 6M | -3.5% | -12.8% | +9.3% | +1.0% |
| YTD | +52.0% | -23.3% | +75.3% | +68.1% |
| 1Y | +22.1% | -24.1% | +46.2% | +35.3% |
| 3Y | -22.8% | -32.1% | +9.3% | -10.9% |
| 5Y | -3.4% | -32.8% | +29.4% | +8.4% |
| 10Y | +47.4% | +29.9% | +17.5% | +0.5% |
| All | +632.8% | +265.2% | +367.6% | +50.2% |
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