+27.4%
MKC vs WYNN
+1.1%
+26.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.5% | -4.2% | +2.7% | -1.3% |
| 30D | -3.1% | -14.6% | +11.5% | -2.4% |
| 3M | +5.2% | -18.4% | +23.6% | +6.1% |
| 6M | -12.8% | -11.9% | -0.9% | -12.4% |
| YTD | -23.3% | -26.6% | +3.3% | -22.3% |
| 1Y | -24.1% | -28.5% | +4.4% | -23.1% |
| 3Y | -32.1% | -5.1% | -27.0% | -32.5% |
| 5Y | -32.8% | -10.5% | -22.3% | -33.7% |
| All | +27.4% | +1.1% | +26.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling