+3,393.7%
MKC vs ES
+1,243.3%
+2,150.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -0.9% | -2.0% | +1.1% | -0.3% |
| 3M | +12.7% | +1.7% | +11.0% | +12.1% |
| 6M | -19.3% | -3.5% | -15.8% | -18.6% |
| YTD | -22.2% | +7.9% | -30.1% | -24.1% |
| 1Y | -23.3% | +17.2% | -40.5% | -27.7% |
| 3Y | -30.0% | +29.3% | -59.3% | -36.8% |
| 5Y | -33.8% | -5.7% | -28.0% | -34.3% |
| 10Y | +24.4% | +85.2% | -60.8% | +2.3% |
| All | +3,393.7% | +1,243.3% | +2,150.4% | +1,730.7% |
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