+327.1%
NET vs MKC
-29.9%
+356.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -7.0% | -5.9% | -1.1% | -7.4% |
| 30D | -4.8% | -0.9% | -3.9% | -4.9% |
| 3M | +3.8% | +12.7% | -8.9% | +5.0% |
| 6M | +50.0% | -19.3% | +69.3% | +50.9% |
| YTD | +41.5% | -22.2% | +63.6% | +42.3% |
| 1Y | +32.8% | -23.3% | +56.2% | +34.0% |
| All | +327.1% | -29.9% | +356.9% | +387.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling