+433.8%
MAR vs MKC
+29.9%
+404.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.5% | -1.5% | +0.9% | -0.3% |
| 30D | -5.4% | -3.1% | -2.3% | -4.9% |
| 3M | -15.5% | +5.2% | -20.7% | -16.4% |
| 6M | +3.0% | -12.8% | +15.8% | +5.0% |
| YTD | +8.5% | -23.3% | +31.8% | +12.9% |
| 1Y | +26.0% | -24.1% | +50.1% | +31.2% |
| 3Y | +68.6% | -32.1% | +100.7% | +77.7% |
| 5Y | +157.4% | -32.8% | +190.2% | +169.7% |
| All | +433.8% | +29.9% | +404.0% | +390.5% |
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 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