+1,101.8%
NBIS vs MKC
-32.4%
+1,134.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -2.1% |
| 7D | +17.8% | -4.3% | +22.1% | +13.8% |
| 30D | +30.5% | -3.1% | +33.7% | +28.1% |
| 3M | +9.2% | +6.8% | +2.4% | +18.1% |
| 6M | +153.2% | -18.3% | +171.5% | +138.4% |
| YTD | +187.1% | -23.1% | +210.2% | +163.2% |
| 1Y | +151.1% | -23.7% | +174.8% | +131.1% |
| All | +1,101.8% | -32.4% | +1,134.2% | +1,000.3% |
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