-21.6%
MKC vs WU
-23.0%
+1.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -3.0% | -2.0% | -0.9% | -2.6% |
| 30D | +4.8% | +11.4% | -6.6% | +2.8% |
| 3M | -12.8% | -6.8% | -6.0% | -12.0% |
| 6M | +5.0% | -14.6% | +19.6% | +6.9% |
| YTD | -29.1% | -20.6% | -8.4% | -27.0% |
| 1Y | -26.4% | -15.4% | -11.0% | -25.4% |
| 3Y | -21.6% | -23.6% | +2.0% | -20.6% |
| All | -21.6% | -23.0% | +1.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling