+52.5%
NDAQ vs MKC
-34.7%
+87.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -1.6% | -4.3% | +2.7% | -0.7% |
| 30D | -1.5% | -3.1% | +1.6% | -0.9% |
| 3M | +8.0% | +6.8% | +1.2% | +6.3% |
| 6M | +7.7% | -18.3% | +26.1% | +12.2% |
| YTD | -2.3% | -23.1% | +20.7% | +2.8% |
| 1Y | +0.6% | -23.7% | +24.2% | +5.9% |
| 3Y | +90.9% | -31.0% | +121.9% | +105.4% |
| 5Y | +52.5% | -33.5% | +86.0% | +70.7% |
| All | +52.5% | -34.7% | +87.1% | +70.7% |
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