+193.4%
MAGS vs MKC
-34.7%
+228.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +0.6% | -1.5% | +2.1% | +0.6% |
| 30D | +3.2% | -3.1% | +6.3% | +3.2% |
| 3M | +7.7% | +5.2% | +2.5% | +7.8% |
| 6M | +12.5% | -12.8% | +25.3% | +12.5% |
| YTD | +6.0% | -23.3% | +29.2% | +6.0% |
| 1Y | +14.4% | -24.1% | +38.5% | +14.6% |
| 3Y | +127.5% | -32.1% | +159.6% | +140.1% |
| All | +193.4% | -34.7% | +228.2% | +204.6% |
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