+282.4%
MXL vs MKC
+264.3%
+18.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.8% |
| 7D | +19.0% | -4.3% | +23.3% | +20.5% |
| 30D | +4.5% | -3.1% | +7.6% | +5.0% |
| 3M | -1.5% | +6.8% | -8.3% | -5.4% |
| 6M | +348.6% | -18.3% | +367.0% | +371.1% |
| YTD | +310.3% | -23.1% | +333.3% | +338.3% |
| 1Y | +344.7% | -23.7% | +368.4% | +373.5% |
| 3Y | +211.2% | -31.0% | +242.2% | +234.7% |
| 5Y | +34.8% | -33.5% | +68.4% | +41.2% |
| 10Y | +286.5% | +30.3% | +256.3% | +142.4% |
| All | +282.4% | +264.3% | +18.1% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling