+24.9%
MKC vs ES
+87.3%
-62.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | +5.4% | +5.9% | -0.5% | +2.8% |
| 3M | -11.1% | -1.0% | -10.1% | -10.7% |
| 6M | -1.4% | +7.2% | -8.6% | -4.5% |
| YTD | -29.4% | +7.0% | -36.4% | -31.8% |
| 1Y | -24.7% | +0.5% | -25.2% | -25.8% |
| 3Y | -21.8% | +48.7% | -70.5% | -38.0% |
| 5Y | -36.0% | +1.9% | -37.9% | -39.0% |
| 10Y | +24.9% | +89.2% | -64.2% | -13.3% |
| All | +24.9% | +87.3% | -62.4% | -13.3% |
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