+321.3%
MKC vs WU
-19.6%
+340.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -5.9% | -0.8% | -5.0% | -5.7% |
| 30D | -0.9% | -1.1% | +0.2% | -0.7% |
| 3M | +12.7% | -3.9% | +16.6% | +12.8% |
| 6M | -19.3% | -20.7% | +1.4% | -16.0% |
| YTD | -22.2% | -18.4% | -3.8% | -19.6% |
| 1Y | -23.3% | -8.1% | -15.3% | -23.3% |
| 3Y | -30.0% | -24.2% | -5.8% | -27.7% |
| 5Y | -33.8% | -50.4% | +16.7% | -26.0% |
| 10Y | +24.4% | -40.0% | +64.5% | +29.9% |
| All | +321.3% | -19.6% | +340.9% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling