-32.4%
MKC vs WY
-25.0%
-7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.2% |
| 7D | -2.8% | -3.7% | +0.9% | -1.6% |
| 30D | -3.4% | -11.3% | +7.9% | +0.6% |
| 3M | +3.8% | -8.1% | +11.9% | +6.4% |
| 6M | -17.9% | -7.4% | -10.5% | -16.2% |
| YTD | -23.6% | -4.7% | -18.9% | -23.0% |
| 1Y | -23.1% | -9.2% | -13.9% | -21.2% |
| All | -32.4% | -25.0% | -7.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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