+384.2%
MKC vs EFV
+256.4%
+127.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -4.3% | +1.0% | -5.3% | -4.7% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +10.0% | +9.6% | +0.4% | +5.8% |
| 6M | -18.5% | +14.0% | -32.6% | -23.1% |
| YTD | -22.4% | +18.5% | -40.9% | -27.9% |
| 1Y | -23.6% | +27.9% | -51.5% | -31.2% |
| 3Y | -30.4% | +92.4% | -122.9% | -47.2% |
| 5Y | -34.2% | +97.2% | -131.4% | -50.9% |
| 10Y | +26.8% | +163.0% | -136.2% | -17.9% |
| All | +384.2% | +256.4% | +127.8% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling