+3,146.1%
MKC vs ES
+1,229.2%
+1,916.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +8.0% | +5.7% | +2.3% | +6.2% |
| 3M | -8.6% | -2.8% | -5.8% | -7.8% |
| 6M | +1.1% | +7.0% | -5.9% | -1.1% |
| YTD | -27.7% | +6.8% | -34.5% | -29.3% |
| 1Y | -23.7% | -0.5% | -23.3% | -24.2% |
| 3Y | -19.4% | +47.2% | -66.6% | -29.9% |
| 5Y | -33.3% | +2.3% | -35.6% | -35.4% |
| 10Y | +24.0% | +85.6% | -61.6% | +2.0% |
| All | +3,146.1% | +1,229.2% | +1,916.9% | +1,607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling