+3,353.5%
MKC vs WY
+673.4%
+2,680.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.3% | -1.7% | -2.6% | -4.0% |
| 30D | -3.1% | -9.9% | +6.7% | -1.1% |
| 3M | +6.8% | -7.5% | +14.3% | +8.3% |
| 6M | -18.3% | -5.1% | -13.2% | -17.7% |
| YTD | -23.1% | -2.1% | -21.0% | -23.0% |
| 1Y | -23.7% | -7.3% | -16.3% | -22.8% |
| 3Y | -31.0% | -22.6% | -8.4% | -28.2% |
| 5Y | -33.5% | -19.8% | -13.7% | -32.0% |
| 10Y | +30.3% | +9.6% | +20.7% | +19.9% |
| All | +3,353.5% | +673.4% | +2,680.1% | +1,823.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling