+57.4%
MAR vs MKC
-18.2%
+75.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +1.4% |
| 7D | +7.7% | +9.6% | -1.9% | +6.6% |
| 30D | +19.4% | +12.0% | +7.4% | +17.8% |
| 3M | +23.3% | -2.0% | +25.3% | +23.4% |
| 6M | +22.8% | +7.2% | +15.6% | +21.3% |
| YTD | +37.8% | -23.7% | +61.5% | +44.8% |
| 1Y | +57.4% | -18.3% | +75.7% | +57.8% |
| All | +57.4% | -18.2% | +75.6% | +57.8% |
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