+450.8%
MKC vs ITOT
+879.4%
-428.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.8% | -2.0% | -0.8% | -1.8% |
| 30D | -3.4% | -2.0% | -1.4% | -2.4% |
| 3M | +3.8% | +4.5% | -0.8% | +1.2% |
| 6M | -17.9% | +12.6% | -30.6% | -23.2% |
| YTD | -23.6% | +12.0% | -35.6% | -28.5% |
| 1Y | -23.1% | +17.3% | -40.3% | -29.9% |
| 3Y | -31.5% | +75.2% | -106.8% | -50.4% |
| 5Y | -33.1% | +74.0% | -107.1% | -52.1% |
| 10Y | +29.3% | +298.6% | -269.3% | -43.0% |
| All | +450.8% | +879.4% | -428.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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