+363.0%
NDAQ vs MKC
+29.9%
+333.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.6% | -1.5% | -4.1% | -5.0% |
| 30D | -4.4% | -3.1% | -1.2% | -3.4% |
| 3M | +5.9% | +5.2% | +0.7% | +3.5% |
| 6M | +7.7% | -12.8% | +20.6% | +12.4% |
| YTD | -5.2% | -23.3% | +18.1% | +3.0% |
| 1Y | -3.4% | -24.1% | +20.7% | +5.1% |
| 3Y | +85.6% | -32.1% | +117.7% | +108.3% |
| 5Y | +49.5% | -32.8% | +82.3% | +64.0% |
| All | +363.0% | +29.9% | +333.2% | +310.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling