+67.0%
MAR vs MKC
-31.2%
+98.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.5% | -4.3% | +3.8% | +0.3% |
| 30D | -4.7% | -3.1% | -1.6% | -4.1% |
| 3M | -15.6% | +6.8% | -22.4% | -16.9% |
| 6M | +1.2% | -18.3% | +19.6% | +5.2% |
| YTD | +7.5% | -23.1% | +30.5% | +13.0% |
| 1Y | +26.6% | -23.7% | +50.3% | +33.1% |
| All | +67.0% | -31.2% | +98.2% | +81.1% |
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