+1,381.0%
NET vs MKC
-25.0%
+1,406.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.4% |
| 7D | -16.4% | +9.6% | -26.0% | -17.7% |
| 30D | -25.8% | +12.0% | -37.9% | -27.4% |
| 3M | -11.5% | -2.0% | -9.5% | -11.4% |
| 6M | +18.9% | +7.2% | +11.7% | +16.7% |
| YTD | +35.2% | -23.7% | +59.0% | +42.1% |
| 1Y | +14.5% | -18.3% | +32.8% | +17.7% |
| 3Y | +313.8% | -15.6% | +329.4% | +307.8% |
| 5Y | +32.6% | -30.0% | +62.6% | +36.3% |
| All | +1,381.0% | -25.0% | +1,406.0% | +1,265.0% |
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 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