+89.0%
MGY vs MKC
-33.0%
+122.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | +5.3% | -3.1% | +8.4% | +5.6% |
| 3M | +2.6% | +5.2% | -2.5% | +1.8% |
| 6M | -3.3% | -12.8% | +9.5% | -1.7% |
| YTD | +29.2% | -23.3% | +52.5% | +33.4% |
| 1Y | +18.0% | -24.1% | +42.1% | +21.9% |
| 3Y | +30.0% | -32.1% | +62.1% | +35.3% |
| All | +89.0% | -33.0% | +122.0% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling