+14.4%
MAGS vs MKC
-23.2%
+37.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.1% |
| 7D | +0.6% | -1.5% | +2.1% | +0.5% |
| 30D | +3.2% | -3.1% | +6.3% | +2.9% |
| 3M | +7.7% | +5.2% | +2.5% | +8.7% |
| 6M | +12.5% | -12.8% | +25.3% | +9.8% |
| YTD | +6.0% | -23.3% | +29.2% | +0.5% |
| 1Y | +14.4% | -24.1% | +38.5% | +9.5% |
| All | +14.4% | -23.2% | +37.5% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling