-32.4%
MKC vs EFV
+88.2%
-120.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.0% |
| 30D | -3.4% | -0.2% | -3.2% | -3.3% |
| 3M | +3.8% | +9.1% | -5.4% | -0.3% |
| 6M | -17.9% | +11.7% | -29.6% | -22.1% |
| YTD | -23.6% | +17.0% | -40.7% | -29.3% |
| 1Y | -23.1% | +26.7% | -49.8% | -31.7% |
| All | -32.4% | +88.2% | -120.6% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling