+27.4%
MKC vs EFV
+169.9%
-142.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -3.1% | +0.6% | -3.8% | -3.4% |
| 3M | +5.2% | +7.5% | -2.3% | +1.7% |
| 6M | -12.8% | +13.0% | -25.8% | -17.8% |
| YTD | -23.3% | +18.3% | -41.6% | -29.3% |
| 1Y | -24.1% | +26.7% | -50.8% | -32.3% |
| 3Y | -32.1% | +89.6% | -121.7% | -49.9% |
| 5Y | -32.8% | +98.2% | -131.0% | -51.9% |
| All | +27.4% | +169.9% | -142.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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