+109.7%
MKC vs USFR
+27.5%
+82.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.9% | +0.1% | -5.9% | -5.9% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | +12.7% | +1.0% | +11.7% | +12.5% |
| 6M | -19.3% | +1.9% | -21.2% | -19.5% |
| YTD | -22.2% | +2.6% | -24.8% | -22.5% |
| 1Y | -23.3% | +4.0% | -27.3% | -23.8% |
| 3Y | -30.0% | +14.1% | -44.1% | -31.3% |
| 5Y | -33.8% | +20.4% | -54.2% | -35.6% |
| 10Y | +24.4% | +28.0% | -3.6% | +19.5% |
| All | +109.7% | +27.5% | +82.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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