+1,759.0%
MKC vs MDY
+2,644.5%
-885.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -4.3% | +1.0% | -5.4% | -4.7% |
| 30D | -2.0% | -3.1% | +1.1% | -0.8% |
| 3M | +10.0% | +1.8% | +8.2% | +9.0% |
| 6M | -18.5% | +10.8% | -29.3% | -22.1% |
| YTD | -22.4% | +14.4% | -36.9% | -26.9% |
| 1Y | -23.6% | +15.2% | -38.8% | -28.3% |
| 3Y | -30.4% | +51.2% | -81.6% | -42.1% |
| 5Y | -34.2% | +47.2% | -81.4% | -45.5% |
| 10Y | +26.8% | +171.1% | -144.3% | -20.9% |
| All | +1,759.0% | +2,644.5% | -885.5% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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