-18.3%
MKC vs ES
-1.6%
-16.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.4% | +4.9% |
| 7D | +9.6% | +5.3% | +4.3% | +8.2% |
| 30D | +12.0% | +8.9% | +3.1% | +9.8% |
| 3M | -2.0% | -1.9% | -0.1% | -2.0% |
| 6M | +7.2% | +3.9% | +3.3% | +6.6% |
| YTD | -23.7% | +8.3% | -32.0% | -23.8% |
| 1Y | -18.3% | -0.1% | -18.2% | -19.2% |
| All | -18.3% | -1.6% | -16.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling