+229.2%
MXL vs MKC
-31.4%
+260.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.6% |
| 7D | +18.9% | -1.5% | +20.3% | +18.4% |
| 30D | +0.3% | -3.1% | +3.4% | -0.3% |
| 3M | -8.0% | +5.2% | -13.2% | -7.0% |
| 6M | +341.2% | -12.8% | +354.1% | +342.1% |
| YTD | +327.8% | -23.3% | +351.1% | +326.9% |
| 1Y | +364.9% | -24.1% | +389.0% | +365.3% |
| 3Y | +229.2% | -32.1% | +261.3% | +245.9% |
| All | +229.2% | -31.4% | +260.6% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling