+125.2%
MAGS vs MKC
-31.7%
+156.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.9% |
| 30D | +1.1% | -3.4% | +4.5% | +1.0% |
| 3M | +7.7% | +3.8% | +4.0% | +7.9% |
| 6M | +11.7% | -17.9% | +29.6% | +11.4% |
| YTD | +4.9% | -23.6% | +28.5% | +4.5% |
| 1Y | +14.3% | -23.1% | +37.4% | +14.0% |
| All | +125.2% | -31.7% | +156.9% | +139.4% |
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