+2,327.9%
NDAQ vs MKC
+567.2%
+1,760.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -2.4% | -5.9% | +3.4% | +0.4% |
| 30D | +2.5% | -0.9% | +3.3% | +2.7% |
| 3M | +9.9% | +12.7% | -2.8% | +2.9% |
| 6M | +9.4% | -19.3% | +28.7% | +19.9% |
| YTD | +0.4% | -22.2% | +22.6% | +10.7% |
| 1Y | +4.0% | -23.3% | +27.4% | +15.0% |
| 3Y | +94.4% | -30.0% | +124.4% | +119.8% |
| 5Y | +56.7% | -33.8% | +90.5% | +77.0% |
| 10Y | +375.3% | +24.4% | +350.9% | +252.7% |
| All | +2,327.9% | +567.2% | +1,760.7% | +656.8% |
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