+652.5%
MKC vs WYNN
+1,166.9%
-514.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.5% | -4.2% | +2.7% | -1.1% |
| 30D | -3.1% | -14.6% | +11.5% | -2.0% |
| 3M | +5.2% | -18.4% | +23.6% | +6.8% |
| 6M | -12.8% | -11.9% | -0.9% | -12.1% |
| YTD | -23.3% | -26.6% | +3.3% | -21.7% |
| 1Y | -24.1% | -28.5% | +4.4% | -22.5% |
| 3Y | -32.1% | -5.1% | -27.0% | -32.7% |
| 5Y | -32.8% | -10.5% | -22.3% | -34.3% |
| 10Y | +29.9% | +0.3% | +29.6% | +18.5% |
| All | +652.5% | +1,166.9% | -514.3% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling