+303.5%
MXL vs MKC
-23.4%
+326.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.0% |
| 7D | +1.6% | -5.9% | +7.5% | -1.7% |
| 30D | -7.0% | -0.9% | -6.1% | -7.2% |
| 3M | -33.4% | +12.7% | -46.1% | -29.8% |
| 6M | +260.2% | -19.3% | +279.5% | +252.9% |
| YTD | +260.0% | -22.2% | +282.1% | +247.2% |
| 1Y | +303.5% | -23.3% | +326.8% | +290.7% |
| All | +303.5% | -23.4% | +326.9% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling