-26.4%
MKC vs ES
+2.1%
-28.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.0% | +2.7% | -5.7% | -3.7% |
| 30D | +4.8% | +7.6% | -2.8% | +2.9% |
| 3M | -12.8% | +0.5% | -13.3% | -13.4% |
| 6M | +5.0% | +7.6% | -2.6% | +3.9% |
| YTD | -29.1% | +10.2% | -39.3% | -29.3% |
| 1Y | -26.4% | +1.8% | -28.2% | -27.6% |
| All | -26.4% | +2.1% | -28.5% | -27.6% |
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