+2,498.9%
MAR vs MKC
+1,073.9%
+1,425.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -4.2% | -5.9% | +1.7% | -2.3% |
| 30D | -6.7% | -0.9% | -5.8% | -6.5% |
| 3M | -12.5% | +12.7% | -25.2% | -16.2% |
| 6M | +0.6% | -19.3% | +19.9% | +6.8% |
| YTD | +9.1% | -22.2% | +31.3% | +16.6% |
| 1Y | +26.2% | -23.3% | +49.5% | +35.4% |
| 3Y | +68.2% | -30.0% | +98.1% | +83.0% |
| 5Y | +163.9% | -33.8% | +197.7% | +187.1% |
| 10Y | +420.6% | +24.4% | +396.1% | +319.3% |
| All | +2,498.9% | +1,073.9% | +1,425.0% | +1,042.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling