+31.3%
MKC vs ES
+85.8%
-54.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -4.3% | +1.4% | -5.8% | -5.0% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | +10.0% | +5.0% | +5.0% | +7.6% |
| 6M | -18.5% | -2.8% | -15.7% | -17.7% |
| YTD | -22.4% | +8.6% | -31.0% | -25.6% |
| 1Y | -23.6% | +18.9% | -42.6% | -30.8% |
| 3Y | -30.4% | +32.1% | -62.6% | -41.5% |
| 5Y | -34.2% | -5.1% | -29.1% | -34.9% |
| All | +31.3% | +85.8% | -54.5% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling