+66.2%
NDAQ vs MKC
-35.5%
+101.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +1.3% | -3.0% | +4.2% | +1.9% |
| 30D | +18.0% | +4.8% | +13.1% | +16.8% |
| 3M | +11.5% | -12.8% | +24.4% | +14.5% |
| 6M | +21.1% | +5.0% | +16.1% | +19.3% |
| YTD | +12.8% | -29.1% | +41.9% | +20.6% |
| 1Y | +25.7% | -26.4% | +52.1% | +33.0% |
| 3Y | +116.8% | -21.6% | +138.4% | +123.3% |
| All | +66.2% | -35.5% | +101.7% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling